+267.0%
ACGL vs PENG
+520.3%
-253.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.0% | +22.9% | +1.4% |
| 7D | +6.4% | -36.7% | +43.1% | +9.3% |
| 30D | +16.6% | -42.0% | +58.6% | +20.1% |
| 3M | +11.6% | -33.2% | +44.8% | +13.3% |
| 6M | +17.5% | +2.1% | +15.3% | +11.8% |
| YTD | +15.3% | +90.3% | -75.0% | +2.2% |
| 1Y | +26.3% | +67.7% | -41.4% | +13.2% |
| 3Y | +35.9% | +154.2% | -118.3% | +10.4% |
| 5Y | +168.2% | +28.3% | +139.9% | +127.2% |
| All | +267.0% | +520.3% | -253.4% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling