-19.2%
JD vs PENG
+520.3%
-539.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -23.0% | +26.3% | +7.2% |
| 7D | +11.7% | -36.7% | +48.4% | +19.4% |
| 30D | +8.1% | -42.0% | +50.1% | +16.4% |
| 3M | -12.0% | -33.2% | +21.2% | -8.7% |
| 6M | -3.5% | +2.1% | -5.6% | -12.2% |
| YTD | +3.3% | +90.3% | -86.9% | -18.4% |
| 1Y | -7.4% | +67.7% | -75.1% | -25.2% |
| 3Y | +16.6% | +154.2% | -137.6% | -19.6% |
| 5Y | -57.9% | +28.3% | -86.2% | -68.4% |
| All | -19.2% | +520.3% | -539.5% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling