+482.7%
PTEN vs JAAA
+29.3%
+453.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.7% | +0.1% | -1.8% | -2.0% |
| 30D | +18.6% | +0.5% | +18.1% | +16.8% |
| 3M | +12.5% | +1.2% | +11.2% | +7.8% |
| 6M | +41.9% | +2.7% | +39.1% | +29.3% |
| YTD | +117.8% | +3.2% | +114.6% | +95.0% |
| 1Y | +145.3% | +4.8% | +140.5% | +107.7% |
| 3Y | -2.8% | +19.0% | -21.8% | -32.0% |
| 5Y | +93.4% | +26.8% | +66.6% | +24.3% |
| All | +482.7% | +29.3% | +453.4% | +237.3% |
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 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