-73.1%
PYPL vs JAAA
+29.3%
-102.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -9.7% | +0.5% | -10.2% | -10.8% |
| 3M | +29.2% | +1.2% | +28.0% | +25.4% |
| 6M | +13.9% | +2.8% | +11.0% | +6.2% |
| YTD | -8.1% | +3.2% | -11.3% | -15.0% |
| 1Y | -21.4% | +4.8% | -26.2% | -30.0% |
| 3Y | -11.8% | +19.0% | -30.8% | -34.1% |
| 5Y | -81.1% | +26.8% | -108.0% | -87.2% |
| All | -73.1% | +29.3% | -102.4% | -82.8% |
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