+55.4%
JNJ vs PENG
+106.9%
-51.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -3.0% | +7.3% | -10.2% | -2.5% |
| 30D | +2.5% | -7.5% | +10.0% | +2.1% |
| 3M | +13.2% | -17.2% | +30.5% | +13.1% |
| 6M | +11.3% | +176.7% | -165.5% | +14.7% |
| YTD | +31.1% | +161.0% | -129.9% | +35.0% |
| All | +55.4% | +106.9% | -51.5% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling