+229.0%
PENG vs JAAA
+30.2%
+198.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.3% | +12.3% |
| 7D | -19.4% | +0.2% | -19.6% | -19.8% |
| 30D | -42.4% | +0.4% | -42.8% | -43.1% |
| 3M | -25.6% | +1.2% | -26.9% | -28.1% |
| 6M | +7.3% | +2.3% | +4.9% | +0.5% |
| YTD | +113.9% | +3.9% | +110.0% | +92.6% |
| 1Y | +93.6% | +4.8% | +88.7% | +70.3% |
| 3Y | +170.2% | +18.5% | +151.7% | +96.9% |
| 5Y | +44.2% | +27.5% | +16.7% | -8.8% |
| All | +229.0% | +30.2% | +198.8% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling