-48.5%
JOBY vs PENG
+118.5%
-167.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -4.2% |
| 7D | -3.4% | +4.5% | -8.0% | -5.1% |
| 30D | -13.6% | -7.1% | -6.5% | -12.1% |
| 3M | -39.5% | -27.3% | -12.2% | -35.0% |
| 6M | -31.9% | +169.6% | -201.4% | -62.0% |
| YTD | -48.9% | +164.6% | -213.6% | -71.7% |
| 1Y | -48.5% | +109.5% | -158.0% | -65.8% |
| All | -48.5% | +118.5% | -167.0% | -65.8% |
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