+14.1%
JOBY vs PENG
+191.8%
-177.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.5% |
| 7D | +22.1% | -16.1% | +38.1% | +26.7% |
| 30D | +8.8% | -41.5% | +50.3% | +25.8% |
| 3M | -32.8% | -19.1% | -13.7% | -32.2% |
| 6M | -45.5% | +0.9% | -46.5% | -52.3% |
| YTD | -55.2% | +128.2% | -183.4% | -72.1% |
| 1Y | -62.5% | +98.6% | -161.0% | -75.4% |
| 3Y | +14.1% | +188.2% | -174.1% | -45.2% |
| All | +14.1% | +191.8% | -177.7% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling