-19.9%
JD vs PENG
+661.7%
-681.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.3% | -11.8% | -4.1% |
| 7D | +7.9% | -3.8% | +11.7% | +7.3% |
| 30D | +4.8% | -40.1% | +44.9% | +12.3% |
| 3M | -13.9% | -21.8% | +7.9% | -13.1% |
| 6M | -5.8% | +3.3% | -9.1% | -13.8% |
| YTD | +2.4% | +133.6% | -131.2% | -22.1% |
| 1Y | -7.5% | +110.7% | -118.2% | -28.4% |
| 3Y | +20.9% | +204.3% | -183.4% | -19.2% |
| 5Y | -58.0% | +54.4% | -112.4% | -69.6% |
| All | -19.9% | +661.7% | -681.6% | -58.2% |
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