-35.8%
JOBY vs PENG
+239.1%
-274.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -4.2% |
| 7D | -3.4% | +4.5% | -8.0% | -5.1% |
| 30D | -13.6% | -7.1% | -6.5% | -12.1% |
| 3M | -39.5% | -27.3% | -12.2% | -35.1% |
| 6M | -31.9% | +169.6% | -201.4% | -56.0% |
| YTD | -48.9% | +164.6% | -213.6% | -67.0% |
| 1Y | -48.5% | +109.5% | -158.0% | -63.9% |
| 3Y | -8.0% | +98.9% | -107.0% | -42.0% |
| 5Y | -33.7% | +116.3% | -149.9% | -60.8% |
| All | -35.8% | +239.1% | -274.9% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling