+150.5%
PRU vs JAAA
+30.2%
+120.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.3% |
| 30D | +7.9% | +0.4% | +7.5% | +6.9% |
| 3M | +0.9% | +1.2% | -0.3% | -2.0% |
| 6M | +22.4% | +2.3% | +20.1% | +15.9% |
| YTD | +12.7% | +4.0% | +8.7% | +2.9% |
| 1Y | +19.6% | +4.8% | +14.8% | +7.2% |
| 3Y | +54.0% | +18.5% | +35.5% | +17.2% |
| 5Y | +41.0% | +27.5% | +13.6% | -1.6% |
| All | +150.5% | +30.2% | +120.3% | +55.1% |
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