+164.5%
ACGL vs PENG
+115.2%
+49.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -1.8% |
| 7D | -0.7% | +4.5% | -5.3% | -0.8% |
| 30D | -1.0% | -7.1% | +6.1% | -1.0% |
| 3M | +11.0% | -27.3% | +38.3% | +11.3% |
| 6M | -0.3% | +169.6% | -169.9% | -5.0% |
| YTD | +2.3% | +164.6% | -162.3% | -2.6% |
| 1Y | +6.4% | +109.5% | -103.1% | +2.1% |
| 3Y | +34.0% | +98.9% | -65.0% | +25.7% |
| All | +164.5% | +115.2% | +49.3% | +139.6% |
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