-41.9%
ACN vs PEG
+34.5%
-76.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.1% |
| 7D | -4.8% | +1.0% | -5.9% | -4.8% |
| 30D | +1.9% | -1.9% | +3.8% | +1.9% |
| 3M | +3.9% | -3.7% | +7.5% | +4.0% |
| 6M | -15.0% | -9.4% | -5.6% | -14.7% |
| YTD | -31.9% | -6.0% | -25.9% | -32.0% |
| 1Y | -28.5% | -4.4% | -24.1% | -29.0% |
| 3Y | -41.9% | +33.5% | -75.4% | -46.1% |
| All | -41.9% | +34.5% | -76.4% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling