+2.1%
PENG vs ACM
-20.8%
+22.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -2.2% | -20.8% | -23.2% |
| 7D | -36.7% | +5.1% | -41.7% | -36.2% |
| 30D | -42.0% | +11.5% | -53.5% | -41.4% |
| 3M | -33.2% | -10.5% | -22.7% | -31.8% |
| 6M | +2.1% | -20.4% | +22.5% | +9.7% |
| All | +2.1% | -20.8% | +22.9% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling