+70.6%
ACWI vs PENG
+153.0%
-82.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -23.0% | +19.2% | -1.2% |
| 7D | -4.0% | -36.7% | +32.7% | +0.6% |
| 30D | -5.8% | -42.0% | +36.2% | -0.8% |
| 3M | -5.0% | -33.2% | +28.2% | -2.1% |
| 6M | +0.7% | +2.1% | -1.4% | -4.8% |
| YTD | +8.4% | +90.3% | -81.9% | -7.3% |
| 1Y | +10.1% | +67.7% | -57.5% | -4.3% |
| All | +70.6% | +153.0% | -82.4% | +31.7% |
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