+400.7%
JBL vs PENG
+115.2%
+285.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | -0.4% |
| 7D | +3.0% | +4.5% | -1.5% | +1.6% |
| 30D | -8.3% | -7.1% | -1.2% | -6.4% |
| 3M | -16.9% | -27.3% | +10.4% | -11.7% |
| 6M | +21.8% | +169.6% | -147.8% | -13.7% |
| YTD | +36.3% | +164.6% | -128.3% | -3.8% |
| 1Y | +49.5% | +109.5% | -60.0% | +11.9% |
| 3Y | +170.6% | +98.9% | +71.7% | +85.7% |
| All | +400.7% | +115.2% | +285.5% | +249.0% |
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