+107.8%
PENG vs ACM
+5.0%
+102.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.7% |
| 7D | +4.5% | -3.7% | +8.3% | +7.1% |
| 30D | -7.1% | -11.1% | +4.0% | -1.1% |
| 3M | -27.3% | -8.0% | -19.3% | -25.0% |
| 6M | +169.6% | -29.7% | +199.2% | +236.7% |
| YTD | +164.6% | -29.4% | +194.0% | +223.2% |
| 1Y | +109.5% | -46.4% | +155.9% | +216.9% |
| 3Y | +98.9% | -22.3% | +121.3% | +114.3% |
| All | +107.8% | +5.0% | +102.9% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling