+47.5%
JNJ vs PENG
+132.5%
-85.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.5% | +0.3% |
| 7D | +1.5% | +1.9% | -0.4% | +1.6% |
| 30D | +6.3% | -37.8% | +44.1% | +4.2% |
| 3M | +8.5% | -14.1% | +22.6% | +8.3% |
| 6M | +28.0% | +13.1% | +14.9% | +28.2% |
| YTD | +37.7% | +151.8% | -114.1% | +38.4% |
| All | +47.5% | +132.5% | -85.0% | +48.3% |
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 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