+135.1%
ADI vs PEG
+33.9%
+101.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +2.6% | -0.1% | +2.7% | +2.7% |
| 30D | -4.6% | -1.7% | -2.9% | -4.1% |
| 3M | -9.5% | -6.8% | -2.7% | -7.4% |
| 6M | +14.8% | -11.4% | +26.2% | +19.5% |
| YTD | +35.8% | -7.2% | +43.0% | +38.6% |
| 1Y | +48.9% | -6.1% | +55.1% | +50.9% |
| 3Y | +115.6% | +31.8% | +83.8% | +87.6% |
| 5Y | +135.1% | +35.6% | +99.5% | +99.9% |
| All | +135.1% | +33.9% | +101.2% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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