+1,025.1%
JBL vs PENG
+755.0%
+270.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +4.4% | +7.8% | -3.4% | +2.3% |
| 30D | -8.4% | -12.2% | +3.8% | -5.3% |
| 3M | -14.2% | -20.6% | +6.5% | -11.0% |
| 6M | +29.6% | +180.9% | -151.3% | -5.9% |
| YTD | +37.1% | +162.3% | -125.2% | +0.7% |
| 1Y | +49.5% | +107.3% | -57.8% | +15.8% |
| 3Y | +192.7% | +110.8% | +81.9% | +106.1% |
| 5Y | +411.3% | +117.8% | +293.5% | +243.3% |
| All | +1,025.1% | +755.0% | +270.1% | +508.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling