+4,143.8%
PR vs JAAA
+29.3%
+4,114.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.8% |
| 7D | +2.9% | +0.2% | +2.7% | +2.6% |
| 30D | +18.0% | +0.5% | +17.5% | +16.9% |
| 3M | +16.9% | +1.3% | +15.6% | +14.1% |
| 6M | +28.2% | +2.7% | +25.5% | +21.9% |
| YTD | +69.3% | +3.2% | +66.2% | +59.4% |
| 1Y | +69.5% | +4.9% | +64.6% | +54.3% |
| 3Y | +81.7% | +19.0% | +62.7% | +60.6% |
| 5Y | +422.2% | +26.8% | +395.4% | +362.5% |
| All | +4,143.8% | +29.3% | +4,114.5% | +3,442.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling