+149.7%
ACN vs PENG
+597.2%
-447.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.1% | -2.9% |
| 7D | +0.9% | -19.4% | +20.3% | +2.3% |
| 30D | +33.5% | -42.4% | +75.9% | +39.0% |
| 3M | +53.5% | -25.6% | +79.1% | +54.5% |
| 6M | +52.2% | +7.3% | +44.9% | +39.1% |
| YTD | -0.1% | +113.9% | -114.0% | -18.7% |
| 1Y | +11.0% | +93.6% | -82.5% | -8.4% |
| 3Y | -11.8% | +170.2% | -182.0% | -34.8% |
| 5Y | -22.8% | +44.2% | -67.0% | -40.3% |
| All | +149.7% | +597.2% | -447.5% | +59.8% |
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