+143.8%
ACN vs PENG
+661.7%
-517.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.3% | -11.6% | -3.2% |
| 7D | -2.5% | -3.8% | +1.3% | -2.8% |
| 30D | +22.6% | -40.1% | +62.7% | +27.3% |
| 3M | +45.9% | -21.8% | +67.7% | +46.2% |
| 6M | +43.8% | +3.3% | +40.5% | +33.0% |
| YTD | -2.5% | +133.6% | -136.1% | -21.2% |
| 1Y | +6.5% | +110.7% | -104.2% | -12.9% |
| 3Y | -14.2% | +204.3% | -218.4% | -37.4% |
| 5Y | -24.4% | +54.4% | -78.8% | -41.9% |
| All | +143.8% | +661.7% | -517.8% | +54.7% |
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