+28.3%
PENG vs ACM
+1.8%
+26.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -2.2% | -20.8% | -21.7% |
| 7D | -36.7% | +5.1% | -41.7% | -38.6% |
| 30D | -42.0% | +11.5% | -53.5% | -46.1% |
| 3M | -33.2% | -10.5% | -22.7% | -29.5% |
| 6M | +2.1% | -20.4% | +22.5% | +15.6% |
| YTD | +90.3% | -28.9% | +119.1% | +130.7% |
| 1Y | +67.7% | -48.7% | +116.4% | +165.9% |
| 3Y | +154.2% | -12.5% | +166.7% | +140.4% |
| 5Y | +28.3% | +0.5% | +27.8% | +10.8% |
| All | +28.3% | +1.8% | +26.5% | +10.8% |
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