+11.3%
JBL vs PENG
+88.9%
-77.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.4% | -11.2% | -2.6% |
| 7D | -12.3% | -19.4% | +7.1% | -7.3% |
| 30D | -20.2% | -42.4% | +22.2% | -7.1% |
| 3M | -30.6% | -25.6% | -5.0% | -25.9% |
| 6M | -35.8% | +7.3% | -43.0% | -40.4% |
| YTD | +4.9% | +113.9% | -108.9% | -25.4% |
| 1Y | +11.3% | +93.6% | -82.3% | -17.2% |
| All | +11.3% | +88.9% | -77.6% | -17.2% |
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