-32.8%
ACI vs PENG
+191.6%
-224.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.3% | -8.3% | +1.2% |
| 7D | -5.9% | -3.8% | -2.1% | -5.8% |
| 30D | +7.2% | -40.1% | +47.3% | +6.1% |
| 3M | +8.8% | -21.8% | +30.6% | +8.5% |
| 6M | -17.2% | +3.3% | -20.5% | -17.2% |
| YTD | -21.3% | +133.6% | -154.9% | -21.0% |
| 1Y | -23.7% | +110.7% | -134.4% | -23.6% |
| 3Y | -32.8% | +204.3% | -237.1% | -32.2% |
| All | -32.8% | +191.6% | -224.5% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling