+476.4%
ADI vs PENG
+689.3%
-212.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -1.3% |
| 7D | +9.5% | +13.2% | -3.8% | +6.0% |
| 30D | -1.4% | -29.9% | +28.5% | +6.7% |
| 3M | +4.7% | -22.2% | +27.0% | +8.8% |
| 6M | -7.4% | -1.9% | -5.5% | -12.5% |
| YTD | +48.1% | +142.1% | -94.1% | +8.4% |
| 1Y | +69.6% | +151.5% | -81.9% | +22.8% |
| 3Y | +144.4% | +206.9% | -62.6% | +58.4% |
| 5Y | +134.1% | +58.2% | +75.9% | +65.9% |
| All | +476.4% | +689.3% | -212.9% | +226.3% |
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