+187.9%
JNJ vs PENG
+735.0%
-547.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | +4.1% | +34.6% | -30.5% | +3.4% |
| 30D | +14.0% | -35.9% | +50.0% | +15.0% |
| 3M | +9.2% | -14.7% | +23.9% | +9.2% |
| 6M | +27.8% | +13.5% | +14.3% | +25.5% |
| YTD | +39.2% | +156.1% | -116.9% | +32.1% |
| 1Y | +49.1% | +141.3% | -92.2% | +41.8% |
| 3Y | +109.7% | +223.4% | -113.8% | +92.5% |
| 5Y | +97.6% | +67.4% | +30.2% | +84.0% |
| All | +187.9% | +735.0% | -547.1% | +141.3% |
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