+186.5%
JNJ vs PENG
+661.7%
-475.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.3% | -7.1% | +1.9% |
| 7D | +4.3% | -3.8% | +8.1% | +4.2% |
| 30D | +7.9% | -40.1% | +48.0% | +9.0% |
| 3M | +9.4% | -21.8% | +31.1% | +9.6% |
| 6M | +28.8% | +3.3% | +25.5% | +26.8% |
| YTD | +38.5% | +133.6% | -95.1% | +31.8% |
| 1Y | +54.6% | +110.7% | -56.1% | +47.6% |
| 3Y | +108.4% | +204.3% | -95.9% | +91.4% |
| 5Y | +99.6% | +54.4% | +45.2% | +86.1% |
| All | +186.5% | +661.7% | -475.2% | +140.6% |
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