+418.2%
JPM vs PENG
+689.3%
-271.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.7% |
| 7D | +3.5% | +13.2% | -9.7% | +1.7% |
| 30D | +3.3% | -29.9% | +33.2% | +6.9% |
| 3M | -4.2% | -22.2% | +18.0% | -3.1% |
| 6M | +16.4% | -1.9% | +18.3% | +10.4% |
| YTD | +9.5% | +142.1% | -132.6% | -11.0% |
| 1Y | +14.0% | +151.5% | -137.5% | -8.0% |
| 3Y | +153.1% | +206.9% | -53.9% | +88.2% |
| 5Y | +134.9% | +58.2% | +76.6% | +83.0% |
| All | +418.2% | +689.3% | -271.1% | +237.5% |
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