+36.5%
ACGL vs PENG
+153.0%
-116.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.0% | +22.9% | -1.2% |
| 7D | +6.4% | -36.7% | +43.1% | +4.4% |
| 30D | +16.6% | -42.0% | +58.6% | +14.2% |
| 3M | +11.6% | -33.2% | +44.8% | +10.2% |
| 6M | +17.5% | +2.1% | +15.3% | +16.7% |
| YTD | +15.3% | +90.3% | -75.0% | +15.2% |
| 1Y | +26.3% | +67.7% | -41.4% | +26.1% |
| All | +36.5% | +153.0% | -116.5% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling