+142.9%
ADI vs PENG
+68.7%
+74.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.3% | -6.3% | +1.1% |
| 7D | +0.7% | +1.9% | -1.2% | -0.4% |
| 30D | +0.7% | -37.8% | +38.5% | +13.0% |
| 3M | +6.5% | -14.1% | +20.6% | +7.8% |
| 6M | -2.7% | +13.1% | -15.8% | -12.8% |
| YTD | +52.2% | +151.8% | -99.6% | +5.2% |
| 1Y | +77.5% | +136.0% | -58.5% | +24.7% |
| 3Y | +148.8% | +217.9% | -69.2% | +46.7% |
| 5Y | +142.9% | +64.1% | +78.8% | +55.5% |
| All | +142.9% | +68.7% | +74.2% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling