+66.4%
PSA vs JAAA
+29.3%
+37.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -8.2% | +0.5% | -8.6% | -8.6% |
| 3M | -2.1% | +1.2% | -3.4% | -3.4% |
| 6M | -0.2% | +2.8% | -3.0% | -3.0% |
| YTD | +18.5% | +3.2% | +15.3% | +14.8% |
| 1Y | +6.6% | +4.8% | +1.7% | +1.6% |
| 3Y | +24.5% | +19.0% | +5.5% | +10.3% |
| 5Y | +13.6% | +26.8% | -13.2% | -2.3% |
| All | +66.4% | +29.3% | +37.1% | +37.1% |
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