-10.2%
ACN vs PENG
+153.0%
-163.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.0% | +23.4% | -0.8% |
| 7D | +7.3% | -36.7% | +43.9% | +5.2% |
| 30D | +38.2% | -42.0% | +80.2% | +35.5% |
| 3M | +56.6% | -33.2% | +89.8% | +54.4% |
| 6M | +51.1% | +2.1% | +49.0% | +41.4% |
| YTD | +1.7% | +90.3% | -88.6% | -10.9% |
| 1Y | +10.1% | +67.7% | -57.6% | -2.6% |
| All | -10.2% | +153.0% | -163.2% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling