-81.6%
PYPL vs JAAA
+26.7%
-108.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -2.0% |
| 7D | -4.3% | +0.1% | -4.4% | -4.6% |
| 30D | -11.5% | +0.5% | -11.9% | -12.5% |
| 3M | +26.1% | +1.2% | +24.9% | +22.1% |
| 6M | +13.7% | +2.7% | +11.0% | +6.0% |
| YTD | -9.8% | +3.2% | -13.0% | -16.9% |
| 1Y | -22.1% | +4.8% | -26.9% | -30.9% |
| 3Y | -13.5% | +19.0% | -32.5% | -35.5% |
| 5Y | -81.6% | +26.8% | -108.4% | -87.7% |
| All | -81.6% | +26.7% | -108.3% | -87.7% |
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