+15.0%
ACWI vs PENG
+120.5%
-105.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.1% | +10.8% | +2.5% |
| 7D | -0.5% | -20.5% | +20.0% | +1.4% |
| 30D | -1.6% | -20.4% | +18.7% | -0.2% |
| 3M | -1.3% | -16.4% | +15.1% | -0.7% |
| 6M | +5.8% | +49.2% | -43.4% | -3.7% |
| YTD | +12.7% | +147.2% | -134.5% | -6.1% |
| 1Y | +15.0% | +124.7% | -109.7% | -3.1% |
| All | +15.0% | +120.5% | -105.5% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling