-39.9%
ACN vs PENG
+108.8%
-148.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.4% | -9.8% | -3.2% |
| 7D | -1.5% | +4.5% | -6.1% | -1.5% |
| 30D | +9.4% | -7.1% | +16.5% | +9.3% |
| 3M | +5.6% | -27.3% | +32.9% | +6.1% |
| 6M | -9.3% | +169.6% | -178.8% | -18.3% |
| YTD | -29.0% | +164.6% | -193.6% | -36.1% |
| 1Y | -24.7% | +109.5% | -134.1% | -31.3% |
| All | -39.9% | +108.8% | -148.7% | -47.8% |
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 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