+306.9%
PSX vs JAAA
+27.5%
+279.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.4% | +0.1% | +6.3% | +6.2% |
| 30D | -10.2% | +0.4% | -10.6% | -10.8% |
| 3M | +17.2% | +1.2% | +16.0% | +14.8% |
| 6M | +51.8% | +2.3% | +49.5% | +46.1% |
| YTD | +108.0% | +4.0% | +104.1% | +94.8% |
| 1Y | +96.1% | +4.8% | +91.3% | +81.0% |
| 3Y | +155.9% | +18.5% | +137.4% | +119.1% |
| 5Y | +306.9% | +27.5% | +279.4% | +233.2% |
| All | +306.9% | +27.5% | +279.4% | +233.2% |
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