+761.3%
JBL vs PENG
+597.2%
+164.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.4% | -11.2% | -2.2% |
| 7D | -12.3% | -19.4% | +7.1% | -7.9% |
| 30D | -20.2% | -42.4% | +22.2% | -8.5% |
| 3M | -30.6% | -25.6% | -5.0% | -26.5% |
| 6M | -35.8% | +7.3% | -43.0% | -40.4% |
| YTD | +4.9% | +113.9% | -108.9% | -20.2% |
| 1Y | +11.3% | +93.6% | -82.3% | -13.2% |
| 3Y | +89.1% | +170.2% | -81.1% | +28.2% |
| 5Y | +272.1% | +44.2% | +227.9% | +173.3% |
| All | +761.3% | +597.2% | +164.1% | +382.1% |
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