+434.2%
JPM vs PENG
+762.7%
-328.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.4% | -1.8% |
| 7D | +0.3% | +4.5% | -4.3% | -0.4% |
| 30D | -0.2% | -7.1% | +6.9% | +0.5% |
| 3M | +15.9% | -27.3% | +43.1% | +18.0% |
| 6M | +20.9% | +169.6% | -148.6% | -0.7% |
| YTD | +12.9% | +164.6% | -151.7% | -7.5% |
| 1Y | +20.3% | +109.5% | -89.2% | +1.6% |
| 3Y | +160.9% | +98.9% | +62.0% | +107.2% |
| 5Y | +154.8% | +116.3% | +38.6% | +91.6% |
| All | +434.2% | +762.7% | -328.5% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling