+76.8%
ACWI vs PENG
+101.4%
-24.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.7% |
| 7D | +0.5% | +4.5% | -4.0% | 0.0% |
| 30D | +0.9% | -7.1% | +8.0% | +1.4% |
| 3M | +2.4% | -27.3% | +29.7% | +4.1% |
| 6M | +12.4% | +169.6% | -157.2% | -3.0% |
| YTD | +15.2% | +164.6% | -149.5% | -0.7% |
| 1Y | +22.7% | +109.5% | -86.8% | +8.1% |
| All | +76.8% | +101.4% | -24.6% | +49.4% |
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 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