+303.5%
PENG vs JAAA
+29.3%
+274.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +7.8% | +0.1% | +7.7% | +7.5% |
| 30D | -12.2% | +0.5% | -12.7% | -13.3% |
| 3M | -20.6% | +1.2% | -21.8% | -23.3% |
| 6M | +180.9% | +2.8% | +178.1% | +160.2% |
| YTD | +162.3% | +3.2% | +159.1% | +140.9% |
| 1Y | +107.3% | +4.8% | +102.4% | +82.6% |
| 3Y | +110.8% | +19.0% | +91.8% | +54.5% |
| 5Y | +117.8% | +26.8% | +91.0% | +39.9% |
| All | +303.5% | +29.3% | +274.2% | +137.6% |
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