-27.2%
JOBY vs PENG
+107.7%
-134.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +2.2% | +7.8% | -5.6% | -0.7% |
| 30D | -20.8% | -12.2% | -8.6% | -17.7% |
| 3M | -29.5% | -20.6% | -8.9% | -26.9% |
| 6M | -28.4% | +180.9% | -209.3% | -55.7% |
| YTD | -48.2% | +162.3% | -210.5% | -67.3% |
| 1Y | -49.1% | +107.3% | -156.3% | -64.9% |
| 3Y | -6.3% | +110.8% | -117.1% | -44.4% |
| 5Y | -27.2% | +117.8% | -145.1% | -55.3% |
| All | -27.2% | +107.7% | -134.9% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling