+140.4%
PENG vs ACM
-12.3%
+152.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -2.2% | -20.8% | -22.1% |
| 7D | -36.7% | +5.1% | -41.7% | -38.0% |
| 30D | -42.0% | +11.5% | -53.5% | -44.9% |
| 3M | -33.2% | -10.5% | -22.7% | -30.0% |
| 6M | +2.1% | -20.4% | +22.5% | +13.7% |
| YTD | +90.3% | -28.9% | +119.1% | +124.1% |
| 1Y | +67.7% | -48.7% | +116.4% | +151.0% |
| All | +140.4% | -12.3% | +152.8% | +125.6% |
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