+124.7%
PENG vs ACM
-46.6%
+171.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.9% | -12.0% | -9.4% |
| 7D | -20.5% | +9.5% | -30.0% | -21.5% |
| 30D | -20.4% | +14.7% | -35.1% | -22.0% |
| 3M | -16.4% | -9.5% | -6.9% | -13.8% |
| 6M | +49.2% | -18.0% | +67.3% | +58.7% |
| YTD | +147.2% | -27.3% | +174.5% | +169.0% |
| 1Y | +124.7% | -47.0% | +171.7% | +166.8% |
| All | +124.7% | -46.6% | +171.2% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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