+414.1%
JPM vs PENG
+720.8%
-306.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -1.0% |
| 7D | -2.5% | +1.9% | -4.3% | -3.2% |
| 30D | +2.7% | -37.8% | +40.5% | +7.9% |
| 3M | -4.7% | -14.1% | +9.4% | -4.8% |
| 6M | +15.6% | +13.1% | +2.4% | +7.3% |
| YTD | +8.6% | +151.8% | -143.2% | -12.1% |
| 1Y | +10.9% | +136.0% | -125.1% | -9.5% |
| 3Y | +149.9% | +217.9% | -68.0% | +85.0% |
| 5Y | +131.9% | +64.1% | +67.9% | +79.9% |
| All | +414.1% | +720.8% | -306.8% | +233.2% |
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