+16.4%
JCI vs PENG
+108.0%
-91.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.3% | -4.5% | +3.0% |
| 7D | -3.4% | -3.8% | +0.4% | -3.2% |
| 30D | -10.1% | -40.1% | +30.0% | -2.8% |
| 3M | -6.8% | -21.8% | +15.0% | -4.1% |
| 6M | +2.0% | +3.3% | -1.3% | -0.9% |
| YTD | +19.2% | +133.6% | -114.5% | +1.2% |
| All | +16.4% | +108.0% | -91.6% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling