-21.2%
JD vs PENG
+689.3%
-710.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +2.4% |
| 7D | -4.1% | +13.2% | -17.3% | -6.4% |
| 30D | +4.6% | -29.9% | +34.5% | +9.1% |
| 3M | -4.7% | -22.2% | +17.5% | -3.7% |
| 6M | -17.4% | -1.9% | -15.5% | -23.7% |
| YTD | +0.7% | +142.1% | -141.4% | -24.0% |
| 1Y | -5.9% | +151.5% | -157.4% | -29.6% |
| 3Y | +18.9% | +206.9% | -188.1% | -20.7% |
| 5Y | -62.9% | +58.2% | -121.2% | -73.3% |
| All | -21.2% | +689.3% | -710.6% | -59.2% |
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 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