-57.1%
JD vs PENG
+42.1%
-99.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.7% | -0.2% |
| 7D | +13.4% | -19.4% | +32.8% | +15.9% |
| 30D | +7.7% | -42.4% | +50.1% | +15.4% |
| 3M | -11.3% | -25.6% | +14.4% | -9.9% |
| 6M | -5.1% | +7.3% | -12.4% | -15.2% |
| YTD | +5.0% | +113.9% | -108.8% | -20.6% |
| 1Y | -5.6% | +93.6% | -99.2% | -27.4% |
| 3Y | +17.8% | +170.2% | -152.5% | -24.6% |
| All | -57.1% | +42.1% | -99.2% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling