+124.0%
JPM vs PENG
+42.1%
+81.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -2.0% |
| 7D | -0.8% | -19.4% | +18.7% | +0.8% |
| 30D | +1.5% | -42.4% | +43.9% | +6.1% |
| 3M | -5.7% | -25.6% | +20.0% | -4.4% |
| 6M | +7.2% | +7.3% | -0.1% | +0.8% |
| YTD | +5.8% | +113.9% | -108.0% | -10.4% |
| 1Y | +8.8% | +93.6% | -84.8% | -6.8% |
| 3Y | +147.4% | +170.2% | -22.8% | +93.4% |
| All | +124.0% | +42.1% | +81.9% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling