+669.7%
PENG vs ACM
+115.1%
+554.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.7% |
| 7D | +4.5% | -3.7% | +8.3% | +7.2% |
| 30D | -7.1% | -11.1% | +4.0% | -1.4% |
| 3M | -27.3% | -8.0% | -19.3% | -25.1% |
| 6M | +169.6% | -29.7% | +199.2% | +231.4% |
| YTD | +164.6% | -29.4% | +194.0% | +219.6% |
| 1Y | +109.5% | -46.4% | +155.9% | +205.1% |
| 3Y | +98.9% | -22.3% | +121.3% | +122.2% |
| 5Y | +116.3% | +4.5% | +111.8% | +96.4% |
| All | +669.7% | +115.1% | +554.6% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling