-38.9%
JOBY vs PENG
+234.5%
-273.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -6.0% |
| 7D | -5.9% | +7.3% | -13.2% | -8.3% |
| 30D | -27.1% | -7.5% | -19.7% | -25.7% |
| 3M | -30.7% | -17.2% | -13.5% | -29.3% |
| 6M | -36.1% | +176.7% | -212.8% | -59.1% |
| YTD | -51.4% | +161.0% | -212.4% | -68.4% |
| 1Y | -52.2% | +108.8% | -161.0% | -66.4% |
| 3Y | -12.1% | +109.8% | -121.8% | -45.8% |
| 5Y | -31.1% | +111.7% | -142.9% | -59.0% |
| All | -38.9% | +234.5% | -273.3% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling