+43.6%
PENG vs ACM
-2.7%
+46.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | -19.4% | +5.4% | -24.8% | -22.0% |
| 30D | -42.4% | +15.1% | -57.5% | -47.3% |
| 3M | -25.6% | -10.5% | -15.2% | -21.5% |
| 6M | +7.3% | -19.7% | +27.0% | +20.7% |
| YTD | +113.9% | -28.8% | +142.7% | +159.3% |
| 1Y | +93.6% | -47.9% | +141.4% | +202.6% |
| 3Y | +170.2% | -12.4% | +182.6% | +155.1% |
| All | +43.6% | -2.7% | +46.4% | +24.5% |
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