+180.5%
JNJ vs PENG
+597.2%
-416.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | +1.1% |
| 7D | +1.1% | -19.4% | +20.6% | +1.5% |
| 30D | +6.9% | -42.4% | +49.3% | +8.0% |
| 3M | +8.0% | -25.6% | +33.7% | +8.3% |
| 6M | +24.3% | +7.3% | +17.0% | +22.0% |
| YTD | +35.6% | +113.9% | -78.2% | +29.3% |
| 1Y | +51.1% | +93.6% | -42.5% | +44.5% |
| 3Y | +98.3% | +170.2% | -71.9% | +82.8% |
| 5Y | +94.3% | +44.2% | +50.1% | +81.3% |
| All | +180.5% | +597.2% | -416.7% | +136.1% |
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