-44.0%
ACN vs PEG
+33.9%
-77.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -1.4% | -1.7% | +0.4% | -1.0% |
| 3M | +2.6% | -6.8% | +9.3% | +4.3% |
| 6M | -14.3% | -11.4% | -2.9% | -11.9% |
| YTD | -33.1% | -7.2% | -25.9% | -32.5% |
| 1Y | -28.8% | -6.1% | -22.7% | -28.7% |
| 3Y | -43.0% | +31.8% | -74.7% | -52.4% |
| 5Y | -44.0% | +35.6% | -79.6% | -54.7% |
| All | -44.0% | +33.9% | -77.9% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling