-65.8%
JOBY vs PENG
+120.5%
-186.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.1% | +13.2% | +6.7% |
| 7D | -0.6% | -20.5% | +19.9% | +5.6% |
| 30D | -12.6% | -20.4% | +7.7% | -8.8% |
| 3M | -36.6% | -16.4% | -20.2% | -35.8% |
| 6M | -43.0% | +49.2% | -92.2% | -57.5% |
| YTD | -61.7% | +147.2% | -208.9% | -78.3% |
| 1Y | -65.8% | +124.7% | -190.5% | -79.6% |
| All | -65.8% | +120.5% | -186.3% | -79.6% |
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