-51.6%
JOBY vs PENG
+106.9%
-158.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -6.0% |
| 7D | -5.9% | +7.3% | -13.2% | -8.4% |
| 30D | -27.1% | -7.5% | -19.7% | -25.7% |
| 3M | -30.7% | -17.2% | -13.5% | -30.0% |
| 6M | -36.1% | +176.7% | -212.8% | -65.2% |
| YTD | -51.4% | +161.0% | -212.4% | -73.2% |
| All | -51.6% | +106.9% | -158.5% | -68.7% |
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 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