+164.7%
ACGL vs PENG
+42.1%
+122.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.4% | -15.4% | -2.9% |
| 7D | +0.9% | -19.4% | +20.3% | +0.8% |
| 30D | +13.7% | -42.4% | +56.1% | +13.6% |
| 3M | +8.0% | -25.6% | +33.7% | +7.9% |
| 6M | +13.3% | +7.3% | +6.0% | +11.1% |
| YTD | +11.8% | +113.9% | -102.0% | +6.8% |
| 1Y | +22.2% | +93.6% | -71.3% | +17.1% |
| 3Y | +32.5% | +170.2% | -137.7% | +20.6% |
| All | +164.7% | +42.1% | +122.6% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling