+169.7%
JNJ vs PENG
+752.7%
-583.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -0.4% |
| 7D | -3.5% | -1.2% | -2.3% | -3.5% |
| 30D | +2.3% | -12.9% | +15.2% | +2.6% |
| 3M | +12.0% | -20.5% | +32.5% | +12.1% |
| 6M | +10.5% | +176.8% | -166.4% | +5.1% |
| YTD | +30.4% | +161.6% | -131.2% | +24.1% |
| 1Y | +52.1% | +95.6% | -43.5% | +46.2% |
| 3Y | +77.8% | +111.9% | -34.1% | +66.4% |
| 5Y | +82.9% | +111.4% | -28.5% | +68.1% |
| All | +169.7% | +752.7% | -583.0% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling