-45.9%
JOBY vs PENG
+56.5%
-102.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -3.0% |
| 7D | -14.3% | +13.2% | -27.6% | -18.2% |
| 30D | +10.2% | -29.9% | +40.1% | +20.5% |
| 3M | -38.5% | -22.2% | -16.3% | -36.8% |
| 6M | -54.1% | -1.9% | -52.2% | -59.3% |
| YTD | -61.5% | +142.1% | -203.6% | -76.7% |
| 1Y | -65.7% | +151.5% | -217.2% | -79.5% |
| 3Y | -7.0% | +206.9% | -213.9% | -52.9% |
| All | -45.9% | +56.5% | -102.4% | -69.0% |
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