+556.9%
PSX vs JAAA
+29.3%
+527.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +4.5% | +0.2% | +4.4% | +4.3% |
| 30D | +26.6% | +0.5% | +26.1% | +25.7% |
| 3M | +39.3% | +1.3% | +38.0% | +36.9% |
| 6M | +56.8% | +2.7% | +54.2% | +51.2% |
| YTD | +101.8% | +3.2% | +98.6% | +93.2% |
| 1Y | +99.6% | +4.9% | +94.7% | +86.5% |
| 3Y | +140.3% | +19.0% | +121.4% | +117.8% |
| 5Y | +339.3% | +26.8% | +312.5% | +290.5% |
| All | +556.9% | +29.3% | +527.6% | +455.2% |
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 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