-22.6%
ACN vs PENG
+50.3%
-72.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.7% |
| 7D | +1.6% | -16.1% | +17.6% | +2.0% |
| 30D | +24.6% | -41.5% | +66.1% | +27.1% |
| 3M | +46.2% | -19.1% | +65.3% | +45.8% |
| 6M | +46.2% | +0.9% | +45.2% | +36.2% |
| YTD | -0.9% | +128.2% | -129.1% | -19.3% |
| 1Y | +8.8% | +98.6% | -89.8% | -9.8% |
| 3Y | -14.3% | +188.2% | -202.5% | -38.4% |
| 5Y | -22.6% | +55.5% | -78.1% | -43.4% |
| All | -22.6% | +50.3% | -72.9% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling