-59.6%
ACHR vs PENG
+179.5%
-239.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.5% | -1.5% | -5.1% |
| 7D | -9.2% | +13.2% | -22.5% | -13.1% |
| 30D | -1.0% | -29.9% | +28.9% | +9.2% |
| 3M | -42.2% | -22.2% | -19.9% | -39.7% |
| 6M | -38.2% | -1.9% | -36.3% | -44.7% |
| YTD | -46.4% | +142.1% | -188.5% | -67.1% |
| 1Y | -49.4% | +151.5% | -200.9% | -69.4% |
| 3Y | -22.5% | +206.9% | -229.4% | -58.9% |
| 5Y | -29.8% | +58.2% | -88.0% | -59.7% |
| All | -59.6% | +179.5% | -239.1% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling