+412.1%
JPM vs PENG
+661.7%
-249.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.3% | -7.0% | +1.1% |
| 7D | +0.4% | -3.8% | +4.2% | +0.2% |
| 30D | +2.7% | -40.1% | +42.8% | +8.5% |
| 3M | -3.8% | -21.8% | +17.9% | -2.8% |
| 6M | +14.3% | +3.3% | +11.0% | +7.5% |
| YTD | +8.2% | +133.6% | -125.4% | -11.5% |
| 1Y | +11.0% | +110.7% | -99.7% | -8.0% |
| 3Y | +152.7% | +204.3% | -51.6% | +88.1% |
| 5Y | +130.8% | +54.4% | +76.5% | +80.5% |
| All | +412.1% | +661.7% | -249.6% | +235.4% |
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