+256.0%
ACGL vs PENG
+597.2%
-341.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.4% | -15.4% | -3.8% |
| 7D | +0.9% | -19.4% | +20.3% | +1.9% |
| 30D | +13.7% | -42.4% | +56.1% | +17.3% |
| 3M | +8.0% | -25.6% | +33.7% | +8.8% |
| 6M | +13.3% | +7.3% | +6.0% | +7.6% |
| YTD | +11.8% | +113.9% | -102.0% | -1.7% |
| 1Y | +22.2% | +93.6% | -71.3% | +8.3% |
| 3Y | +32.5% | +170.2% | -137.7% | +7.6% |
| 5Y | +160.2% | +44.2% | +116.0% | +118.6% |
| All | +256.0% | +597.2% | -341.1% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling