+76.2%
PTEN vs JAAA
+26.5%
+49.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.2% |
| 30D | +17.5% | +0.5% | +17.0% | +15.3% |
| 3M | +12.7% | +1.3% | +11.5% | +7.7% |
| 6M | +33.1% | +2.8% | +30.3% | +20.3% |
| YTD | +116.4% | +3.3% | +113.2% | +92.0% |
| 1Y | +141.2% | +4.9% | +136.2% | +100.9% |
| 3Y | -3.8% | +19.0% | -22.8% | -33.5% |
| All | +76.2% | +26.5% | +49.7% | +8.1% |
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