+809.8%
JBL vs PENG
+661.7%
+148.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.3% | -3.6% | +3.1% |
| 7D | -5.2% | -3.8% | -1.4% | -5.0% |
| 30D | -17.5% | -40.1% | +22.5% | -6.5% |
| 3M | -26.0% | -21.8% | -4.2% | -22.6% |
| 6M | -28.9% | +3.3% | -32.2% | -33.2% |
| YTD | +10.8% | +133.6% | -122.8% | -17.7% |
| 1Y | +18.3% | +110.7% | -92.4% | -9.8% |
| 3Y | +102.2% | +204.3% | -102.1% | +32.8% |
| 5Y | +303.2% | +54.4% | +248.9% | +190.6% |
| All | +809.8% | +661.7% | +148.1% | +397.1% |
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