+143.1%
ACN vs PENG
+720.8%
-577.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.3% | -12.2% | -2.8% |
| 7D | -4.0% | +1.9% | -5.9% | -4.6% |
| 30D | +19.0% | -37.8% | +56.8% | +23.0% |
| 3M | +42.2% | -14.1% | +56.3% | +41.2% |
| 6M | +50.1% | +13.1% | +37.0% | +37.5% |
| YTD | -2.7% | +151.8% | -154.5% | -22.0% |
| 1Y | +7.6% | +136.0% | -128.4% | -13.1% |
| 3Y | -15.9% | +217.9% | -233.8% | -38.8% |
| 5Y | -24.4% | +64.1% | -88.5% | -42.1% |
| All | +143.1% | +720.8% | -577.7% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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