+23.7%
JBL vs PENG
+120.5%
-96.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.1% | +4.3% | -2.1% |
| 7D | -11.1% | -20.5% | +9.4% | -5.1% |
| 30D | -14.1% | -20.4% | +6.3% | -9.0% |
| 3M | -23.9% | -16.4% | -7.5% | -21.0% |
| 6M | -24.1% | +49.2% | -73.3% | -35.9% |
| YTD | +13.5% | +147.2% | -133.7% | -22.9% |
| 1Y | +23.7% | +124.7% | -100.9% | -11.9% |
| All | +23.7% | +120.5% | -96.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling