+124.7%
PENG vs JAAA
+4.8%
+119.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | 0.0% | -9.1% | -9.1% |
| 7D | -20.5% | +0.2% | -20.6% | -21.4% |
| 30D | -20.4% | +0.4% | -20.8% | -23.2% |
| 3M | -16.4% | +1.2% | -17.6% | -23.7% |
| 6M | +49.2% | +2.3% | +46.9% | +22.3% |
| YTD | +147.2% | +3.9% | +143.3% | +111.5% |
| 1Y | +124.7% | +4.8% | +119.9% | +103.9% |
| All | +124.7% | +4.8% | +119.9% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling