+563.8%
PENG vs ACM
+129.4%
+434.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.7% |
| 7D | -16.1% | +6.6% | -22.7% | -19.2% |
| 30D | -41.5% | +19.8% | -61.3% | -48.0% |
| 3M | -19.1% | -3.1% | -16.0% | -19.3% |
| 6M | +0.9% | -11.5% | +12.4% | +5.5% |
| YTD | +128.2% | -24.7% | +152.9% | +163.1% |
| 1Y | +98.6% | -45.1% | +143.6% | +185.1% |
| 3Y | +188.2% | -8.9% | +197.1% | +183.7% |
| 5Y | +55.5% | +5.4% | +50.1% | +40.2% |
| All | +563.8% | +129.4% | +434.4% | +251.4% |
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