-42.9%
ACHR vs PENG
+115.2%
-158.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -3.2% |
| 7D | -0.7% | +4.5% | -5.2% | -2.4% |
| 30D | +9.8% | -7.1% | +16.9% | +11.9% |
| 3M | -10.5% | -27.3% | +16.8% | -5.1% |
| 6M | -15.5% | +169.6% | -185.1% | -49.9% |
| YTD | -24.1% | +164.6% | -188.7% | -54.9% |
| 1Y | -32.4% | +109.5% | -141.9% | -56.0% |
| 3Y | -11.6% | +98.9% | -110.5% | -48.8% |
| All | -42.9% | +115.2% | -158.1% | -67.7% |
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