+194.0%
ACWI vs PENG
+762.7%
-568.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.9% |
| 7D | +0.5% | +4.5% | -4.0% | -0.2% |
| 30D | +0.9% | -7.1% | +8.0% | +1.6% |
| 3M | +2.4% | -27.3% | +29.7% | +4.6% |
| 6M | +12.4% | +169.6% | -157.2% | -6.2% |
| YTD | +15.2% | +164.6% | -149.5% | -4.0% |
| 1Y | +22.7% | +109.5% | -86.8% | +5.1% |
| 3Y | +75.8% | +98.9% | -23.1% | +42.6% |
| 5Y | +67.7% | +116.3% | -48.5% | +30.3% |
| All | +194.0% | +762.7% | -568.7% | +95.5% |
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