+144.6%
PSLV vs JAAA
+29.3%
+115.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -1.9% | +0.4% | -2.3% | -2.4% |
| 3M | +4.2% | +1.2% | +3.0% | +2.7% |
| 6M | -27.6% | +2.7% | -30.3% | -29.7% |
| YTD | -11.7% | +3.2% | -14.8% | -14.8% |
| 1Y | +49.3% | +4.8% | +44.5% | +41.6% |
| 3Y | +167.1% | +19.0% | +148.2% | +124.5% |
| 5Y | +151.7% | +26.8% | +124.9% | +99.0% |
| All | +144.6% | +29.3% | +115.3% | +76.6% |
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 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