+604.2%
PENG vs ACM
+128.9%
+475.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.8% |
| 7D | +13.2% | +5.6% | +7.6% | +9.4% |
| 30D | -29.9% | +20.8% | -50.8% | -38.1% |
| 3M | -22.2% | +11.4% | -33.6% | -28.5% |
| 6M | -1.9% | +0.9% | -2.8% | -5.6% |
| YTD | +142.1% | -24.8% | +166.9% | +179.3% |
| 1Y | +151.5% | -46.4% | +197.9% | +268.1% |
| 3Y | +206.9% | -9.2% | +216.2% | +202.8% |
| 5Y | +58.2% | +5.0% | +53.3% | +43.0% |
| All | +604.2% | +128.9% | +475.3% | +273.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling