+471.6%
ADI vs PENG
+661.7%
-190.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.3% | -0.7% | +6.1% |
| 7D | -4.4% | -3.8% | -0.6% | -4.1% |
| 30D | -2.8% | -40.1% | +37.3% | +9.2% |
| 3M | +1.5% | -21.8% | +23.3% | +5.4% |
| 6M | -4.7% | +3.3% | -8.0% | -11.2% |
| YTD | +46.8% | +133.6% | -86.8% | +8.6% |
| 1Y | +74.9% | +110.7% | -35.8% | +32.5% |
| 3Y | +147.4% | +204.3% | -56.8% | +60.9% |
| 5Y | +131.9% | +54.4% | +77.5% | +65.5% |
| All | +471.6% | +661.7% | -190.0% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling