+169.6%
PENG vs JAAA
+2.9%
+166.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.4% | +5.2% |
| 7D | +4.5% | +0.2% | +4.4% | +2.0% |
| 30D | -7.1% | +0.5% | -7.6% | -14.0% |
| 3M | -27.3% | +1.3% | -28.5% | -42.1% |
| 6M | +169.6% | +2.7% | +166.9% | +64.1% |
| All | +169.6% | +2.9% | +166.7% | +64.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling