+1,018.8%
JBL vs PENG
+762.7%
+256.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | -0.2% |
| 7D | +3.0% | +4.5% | -1.5% | +1.8% |
| 30D | -8.3% | -7.1% | -1.2% | -6.5% |
| 3M | -16.9% | -27.3% | +10.4% | -12.0% |
| 6M | +21.8% | +169.6% | -147.8% | -10.6% |
| YTD | +36.3% | +164.6% | -128.3% | -0.1% |
| 1Y | +49.5% | +109.5% | -60.0% | +15.5% |
| 3Y | +170.6% | +98.9% | +71.7% | +93.5% |
| 5Y | +408.4% | +116.3% | +292.1% | +241.7% |
| All | +1,018.8% | +762.7% | +256.1% | +503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling