-22.4%
JD vs PENG
+735.0%
-757.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | -4.0% | +34.6% | -38.6% | -9.0% |
| 30D | +2.7% | -35.9% | +38.6% | +8.7% |
| 3M | -13.0% | -14.7% | +1.7% | -13.5% |
| 6M | -12.7% | +13.5% | -26.2% | -21.5% |
| YTD | -0.8% | +156.1% | -156.9% | -25.8% |
| 1Y | -8.9% | +141.3% | -150.2% | -31.2% |
| 3Y | +17.0% | +223.4% | -206.4% | -22.5% |
| 5Y | -63.5% | +67.4% | -130.9% | -73.9% |
| All | -22.4% | +735.0% | -757.4% | -60.2% |
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