+86.8%
ACN vs PEG
+148.3%
-61.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -7.9% | -0.9% | -7.0% | -7.6% |
| 30D | -1.1% | -2.8% | +1.7% | -0.1% |
| 3M | +5.6% | -6.9% | +12.5% | +8.3% |
| 6M | -9.9% | -11.4% | +1.5% | -6.3% |
| YTD | -32.3% | -7.4% | -24.9% | -31.1% |
| 1Y | -25.3% | -8.3% | -17.0% | -24.0% |
| 3Y | -42.3% | +31.5% | -73.8% | -51.7% |
| 5Y | -43.5% | +38.0% | -81.4% | -54.2% |
| All | +86.8% | +148.3% | -61.5% | +22.3% |
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