+89.1%
JBL vs PENG
+184.4%
-95.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.4% | -11.2% | -2.7% |
| 7D | -12.3% | -19.4% | +7.1% | -7.3% |
| 30D | -20.2% | -42.4% | +22.2% | -6.9% |
| 3M | -30.6% | -25.6% | -5.0% | -25.9% |
| 6M | -35.8% | +7.3% | -43.0% | -41.4% |
| YTD | +4.9% | +113.9% | -108.9% | -24.7% |
| 1Y | +11.3% | +93.6% | -82.3% | -17.6% |
| 3Y | +89.1% | +170.2% | -81.1% | +15.8% |
| All | +89.1% | +184.4% | -95.3% | +15.8% |
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