+101.8%
JBL vs PENG
+227.7%
-125.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +10.0% | +34.6% | -24.6% | -0.1% |
| 30D | -18.2% | -35.9% | +17.7% | -7.8% |
| 3M | -29.0% | -14.7% | -14.3% | -27.4% |
| 6M | -25.9% | +13.5% | -39.4% | -33.4% |
| YTD | +14.1% | +156.1% | -142.0% | -22.7% |
| 1Y | +21.7% | +141.3% | -119.7% | -16.0% |
| All | +101.8% | +227.7% | -125.9% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling