+1,697.2%
ACN vs PEG
+728.4%
+968.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | +9.4% | -2.4% | +11.8% | +10.3% |
| 3M | +5.6% | -4.8% | +10.4% | +7.4% |
| 6M | -9.3% | -10.7% | +1.4% | -6.0% |
| YTD | -29.0% | -6.7% | -22.3% | -27.9% |
| 1Y | -24.7% | -6.8% | -17.8% | -23.8% |
| 3Y | -39.8% | +34.5% | -74.3% | -48.3% |
| 5Y | -40.9% | +35.8% | -76.7% | -49.7% |
| 10Y | +91.1% | +141.7% | -50.6% | +27.8% |
| All | +1,697.2% | +728.4% | +968.8% | +669.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling