+108.1%
JCI vs PENG
+68.7%
+39.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.3% | -7.9% | +0.4% |
| 7D | +2.9% | +1.9% | +1.0% | +1.9% |
| 30D | -6.9% | -37.8% | +30.8% | +0.6% |
| 3M | -6.3% | -14.1% | +7.8% | -5.3% |
| 6M | +2.6% | +13.1% | -10.5% | -4.4% |
| YTD | +21.8% | +151.8% | -130.0% | -4.4% |
| 1Y | +19.6% | +136.0% | -116.4% | -5.1% |
| 3Y | +194.9% | +217.9% | -23.0% | +108.1% |
| 5Y | +108.1% | +64.1% | +44.1% | +52.8% |
| All | +108.1% | +68.7% | +39.5% | +52.8% |
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