+412.1%
JPM vs PENG
+644.0%
-231.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +1.2% | -16.1% | +17.3% | +3.0% |
| 30D | +2.7% | -41.5% | +44.2% | +8.9% |
| 3M | -4.5% | -19.1% | +14.7% | -3.8% |
| 6M | +14.3% | +0.9% | +13.4% | +7.8% |
| YTD | +8.2% | +128.2% | -120.0% | -11.3% |
| 1Y | +10.0% | +98.6% | -88.6% | -8.0% |
| 3Y | +149.0% | +188.2% | -39.2% | +86.8% |
| 5Y | +131.0% | +55.5% | +75.5% | +80.2% |
| All | +412.1% | +644.0% | -231.9% | +236.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling