+367.0%
PSX vs JAAA
+26.8%
+340.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +15.8% | +0.4% | +15.4% | +15.0% |
| 3M | +43.0% | +1.2% | +41.8% | +40.2% |
| 6M | +61.1% | +2.7% | +58.4% | +54.2% |
| YTD | +104.5% | +3.2% | +101.3% | +94.1% |
| 1Y | +102.5% | +4.8% | +97.7% | +86.9% |
| 3Y | +133.5% | +19.0% | +114.5% | +103.3% |
| 5Y | +367.0% | +26.8% | +340.2% | +296.0% |
| All | +367.0% | +26.8% | +340.1% | +296.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling