+314.3%
JCI vs PENG
+661.7%
-347.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.3% | -4.5% | +3.2% |
| 7D | -3.4% | -3.8% | +0.4% | -3.3% |
| 30D | -10.1% | -40.1% | +30.0% | -3.1% |
| 3M | -6.8% | -21.8% | +15.0% | -4.3% |
| 6M | +2.0% | +3.3% | -1.3% | -2.2% |
| YTD | +19.2% | +133.6% | -114.5% | -1.0% |
| 1Y | +16.7% | +110.7% | -94.0% | -1.6% |
| 3Y | +194.3% | +204.3% | -9.9% | +125.3% |
| 5Y | +103.0% | +54.4% | +48.7% | +63.0% |
| All | +314.3% | +661.7% | -347.4% | +177.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling