+185.1%
JNJ vs PENG
+644.0%
-458.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.4% |
| 7D | +5.5% | -16.1% | +21.6% | +5.8% |
| 30D | +7.4% | -41.5% | +48.9% | +8.5% |
| 3M | +7.8% | -19.1% | +26.9% | +7.9% |
| 6M | +28.2% | +0.9% | +27.3% | +26.3% |
| YTD | +37.9% | +128.2% | -90.4% | +31.2% |
| 1Y | +52.4% | +98.6% | -46.2% | +45.7% |
| 3Y | +107.7% | +188.2% | -80.5% | +91.2% |
| 5Y | +96.5% | +55.5% | +41.0% | +83.0% |
| All | +185.1% | +644.0% | -458.9% | +139.6% |
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