+579.6%
PENG vs ACM
+128.0%
+451.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.2% | +4.1% | +5.9% |
| 7D | -3.8% | +6.9% | -10.7% | -7.5% |
| 30D | -40.1% | +19.1% | -59.1% | -46.5% |
| 3M | -21.8% | -6.9% | -14.8% | -19.7% |
| 6M | +3.3% | -12.0% | +15.4% | +8.5% |
| YTD | +133.6% | -25.1% | +158.8% | +170.5% |
| 1Y | +110.7% | -45.4% | +156.1% | +203.8% |
| 3Y | +204.3% | -6.9% | +211.2% | +194.8% |
| 5Y | +54.4% | +3.7% | +50.6% | +40.7% |
| All | +579.6% | +128.0% | +451.5% | +261.2% |
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