+469.7%
ADI vs PENG
+644.0%
-174.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -6.3% | -16.1% | +9.8% | -2.5% |
| 30D | -3.2% | -41.5% | +38.3% | +9.5% |
| 3M | +2.8% | -19.1% | +21.9% | +5.7% |
| 6M | -5.0% | +0.9% | -6.0% | -10.9% |
| YTD | +46.3% | +128.2% | -81.9% | +8.9% |
| 1Y | +71.6% | +98.6% | -26.9% | +32.0% |
| 3Y | +139.2% | +188.2% | -49.0% | +57.7% |
| 5Y | +136.4% | +55.5% | +80.9% | +68.5% |
| All | +469.7% | +644.0% | -174.3% | +227.7% |
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