+188.2%
PENG vs ACM
-7.4%
+195.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | -16.1% | +6.6% | -22.7% | -18.2% |
| 30D | -41.5% | +19.8% | -61.3% | -45.9% |
| 3M | -19.1% | -3.1% | -16.0% | -18.3% |
| 6M | +0.9% | -11.5% | +12.4% | +6.4% |
| YTD | +128.2% | -24.7% | +152.9% | +162.1% |
| 1Y | +98.6% | -45.1% | +143.6% | +186.8% |
| 3Y | +188.2% | -8.9% | +197.1% | +169.7% |
| All | +188.2% | -7.4% | +195.6% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling