+154.3%
PSX vs JAAA
+18.5%
+135.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.4% | +0.1% | +6.3% | +5.9% |
| 30D | -10.2% | +0.4% | -10.6% | -12.0% |
| 3M | +17.2% | +1.2% | +16.0% | +10.3% |
| 6M | +51.8% | +2.3% | +49.5% | +35.3% |
| YTD | +108.0% | +4.0% | +104.1% | +70.1% |
| 1Y | +96.1% | +4.8% | +91.3% | +53.0% |
| All | +154.3% | +18.5% | +135.8% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling