+151.8%
ACN vs PEG
+167.4%
-15.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.7% |
| 7D | -5.7% | +2.3% | -8.1% | -6.6% |
| 30D | +17.0% | +6.1% | +10.9% | +14.4% |
| 3M | +39.9% | -0.5% | +40.4% | +39.8% |
| 6M | +50.2% | -3.2% | +53.4% | +51.3% |
| YTD | -4.2% | -4.4% | +0.3% | -3.8% |
| 1Y | +4.3% | -7.4% | +11.7% | +6.0% |
| 3Y | -17.1% | +33.9% | -51.1% | -31.2% |
| 5Y | -26.5% | +42.3% | -68.8% | -41.4% |
| All | +151.8% | +167.4% | -15.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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