-5.9%
JD vs PENG
+130.4%
-136.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +1.6% |
| 7D | -4.1% | +13.2% | -17.3% | -4.4% |
| 30D | +4.6% | -29.9% | +34.5% | +5.6% |
| 3M | -4.7% | -22.2% | +17.5% | -4.5% |
| 6M | -17.4% | -1.9% | -15.5% | -22.1% |
| YTD | +0.7% | +142.1% | -141.4% | -19.3% |
| 1Y | -5.9% | +151.5% | -157.4% | -24.8% |
| All | -5.9% | +130.4% | -136.2% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling