+251.1%
PENG vs JAAA
+30.2%
+220.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.4% |
| 7D | -16.1% | +0.1% | -16.2% | -16.3% |
| 30D | -41.5% | +0.4% | -41.9% | -42.2% |
| 3M | -19.1% | +1.2% | -20.3% | -21.7% |
| 6M | +0.9% | +2.3% | -1.4% | -5.4% |
| YTD | +128.2% | +3.9% | +124.3% | +105.4% |
| 1Y | +98.6% | +4.8% | +93.8% | +74.9% |
| 3Y | +188.2% | +18.5% | +169.7% | +110.0% |
| 5Y | +55.5% | +27.5% | +28.0% | -1.7% |
| All | +251.1% | +30.2% | +220.9% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling