+225.6%
ACGL vs PENG
+762.7%
-537.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -2.2% |
| 7D | -0.7% | +4.5% | -5.3% | -1.1% |
| 30D | -1.0% | -7.1% | +6.1% | -0.6% |
| 3M | +11.0% | -27.3% | +38.3% | +12.0% |
| 6M | -0.3% | +169.6% | -169.9% | -12.4% |
| YTD | +2.3% | +164.6% | -162.3% | -10.3% |
| 1Y | +6.4% | +109.5% | -103.1% | -5.0% |
| 3Y | +34.0% | +98.9% | -65.0% | +13.7% |
| 5Y | +161.6% | +116.3% | +45.4% | +112.2% |
| All | +225.6% | +762.7% | -537.1% | +129.9% |
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