+522.0%
PENG vs ACM
+116.7%
+405.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | -19.4% | +5.4% | -24.8% | -22.2% |
| 30D | -42.4% | +15.1% | -57.5% | -47.5% |
| 3M | -25.6% | -10.5% | -15.2% | -21.9% |
| 6M | +7.3% | -19.7% | +27.0% | +19.4% |
| YTD | +113.9% | -28.8% | +142.7% | +155.4% |
| 1Y | +93.6% | -47.9% | +141.4% | +187.0% |
| 3Y | +170.2% | -12.4% | +182.6% | +172.1% |
| 5Y | +44.2% | +0.6% | +43.6% | +33.9% |
| All | +522.0% | +116.7% | +405.3% | +241.1% |
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