+63.6%
PSA vs JAAA
+29.4%
+34.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -8.4% | +0.5% | -8.9% | -8.9% |
| 3M | -7.8% | +1.3% | -9.1% | -9.1% |
| 6M | +0.8% | +2.8% | -2.0% | -2.0% |
| YTD | +16.5% | +3.3% | +13.2% | +12.7% |
| 1Y | +4.7% | +4.9% | -0.2% | -0.3% |
| 3Y | +21.1% | +19.0% | +2.1% | +7.2% |
| 5Y | +14.2% | +26.9% | -12.7% | -1.9% |
| All | +63.6% | +29.4% | +34.2% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling