+323.2%
JCI vs PENG
+762.7%
-439.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.5% | +0.9% |
| 7D | +3.8% | +4.5% | -0.7% | +3.1% |
| 30D | -5.7% | -7.1% | +1.4% | -4.7% |
| 3M | -1.4% | -27.3% | +25.9% | +1.4% |
| 6M | +4.1% | +169.6% | -165.4% | -14.1% |
| YTD | +21.7% | +164.6% | -142.9% | +0.3% |
| 1Y | +36.1% | +109.5% | -73.3% | +15.6% |
| 3Y | +154.4% | +98.9% | +55.5% | +104.7% |
| 5Y | +112.0% | +116.3% | -4.2% | +63.5% |
| All | +323.2% | +762.7% | -439.5% | +181.2% |
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