-9.5%
JD vs PENG
+101.4%
-110.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.6% | +1.2% |
| 7D | -1.7% | +4.5% | -6.2% | -2.1% |
| 30D | -13.2% | -7.1% | -6.0% | -12.8% |
| 3M | -3.2% | -27.3% | +24.1% | -1.8% |
| 6M | +15.2% | +169.6% | -154.4% | -4.5% |
| YTD | +2.0% | +164.6% | -162.6% | -15.5% |
| 1Y | -5.4% | +109.5% | -114.8% | -19.5% |
| All | -9.5% | +101.4% | -110.9% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling