+103.3%
PENG vs JAAA
+4.8%
+98.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.3% | +9.3% |
| 7D | -3.8% | +0.1% | -3.8% | -4.2% |
| 30D | -40.1% | +0.4% | -40.5% | -42.0% |
| 3M | -21.8% | +1.1% | -22.9% | -28.0% |
| 6M | +3.3% | +2.3% | +1.1% | -14.0% |
| YTD | +133.6% | +3.9% | +129.7% | +105.8% |
| All | +103.3% | +4.8% | +98.5% | +103.8% |
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