+4.3%
ACN vs PEG
-7.6%
+11.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.2% |
| 7D | -5.7% | +2.3% | -8.1% | -5.0% |
| 30D | +17.0% | +6.1% | +10.9% | +19.4% |
| 3M | +39.9% | -0.5% | +40.4% | +37.9% |
| 6M | +50.2% | -3.2% | +53.4% | +47.1% |
| YTD | -4.2% | -4.4% | +0.3% | -6.3% |
| 1Y | +4.3% | -7.4% | +11.7% | +0.5% |
| All | +4.3% | -7.6% | +11.9% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling