+67.4%
PENG vs JAAA
+27.5%
+39.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +34.6% | +0.1% | +34.5% | +34.2% |
| 30D | -35.9% | +0.4% | -36.3% | -36.7% |
| 3M | -14.7% | +1.2% | -15.9% | -17.6% |
| 6M | +13.5% | +2.3% | +11.2% | +6.3% |
| YTD | +156.1% | +4.0% | +152.2% | +129.6% |
| 1Y | +141.3% | +4.8% | +136.5% | +111.5% |
| 3Y | +223.4% | +18.5% | +204.9% | +136.2% |
| 5Y | +67.4% | +27.5% | +39.9% | +1.4% |
| All | +67.4% | +27.5% | +39.9% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling