+303.6%
JBL vs PENG
+56.5%
+247.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.5% |
| 7D | +6.3% | +13.2% | -6.9% | +2.3% |
| 30D | -13.5% | -29.9% | +16.4% | -5.3% |
| 3M | -31.3% | -22.2% | -9.1% | -27.9% |
| 6M | -28.4% | -1.9% | -26.6% | -32.5% |
| YTD | +11.6% | +142.1% | -130.5% | -21.8% |
| 1Y | +26.1% | +151.5% | -125.4% | -12.7% |
| 3Y | +97.4% | +206.9% | -109.6% | +20.1% |
| All | +303.6% | +56.5% | +247.1% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling