+100.9%
JNJ vs PENG
+56.5%
+44.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +0.7% |
| 7D | +3.5% | +13.2% | -9.8% | +3.7% |
| 30D | +12.5% | -29.9% | +42.5% | +12.0% |
| 3M | +9.6% | -22.2% | +31.8% | +9.3% |
| 6M | +25.3% | -1.9% | +27.2% | +25.3% |
| YTD | +40.3% | +142.1% | -101.8% | +40.3% |
| 1Y | +49.6% | +151.5% | -101.9% | +49.7% |
| 3Y | +110.8% | +206.9% | -96.2% | +107.7% |
| All | +100.9% | +56.5% | +44.4% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling