+307.1%
PENG vs JAAA
+29.3%
+277.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.4% | +6.2% |
| 7D | +4.5% | +0.2% | +4.4% | +4.0% |
| 30D | -7.1% | +0.5% | -7.6% | -8.5% |
| 3M | -27.3% | +1.3% | -28.5% | -29.8% |
| 6M | +169.6% | +2.7% | +166.9% | +150.8% |
| YTD | +164.6% | +3.2% | +161.4% | +143.1% |
| 1Y | +109.5% | +4.9% | +104.5% | +84.1% |
| 3Y | +98.9% | +19.0% | +79.9% | +45.7% |
| 5Y | +116.3% | +26.8% | +89.4% | +38.9% |
| All | +307.1% | +29.3% | +277.8% | +139.7% |
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