+114.3%
ADI vs PENG
+42.1%
+72.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.4% | -11.7% | -2.8% |
| 7D | -12.8% | -19.4% | +6.6% | -8.2% |
| 30D | -11.3% | -42.4% | +31.0% | +1.7% |
| 3M | -3.4% | -25.6% | +22.3% | +1.9% |
| 6M | -12.0% | +7.3% | -19.3% | -20.2% |
| YTD | +35.3% | +113.9% | -78.6% | -2.1% |
| 1Y | +58.1% | +93.6% | -35.5% | +17.4% |
| 3Y | +127.4% | +170.2% | -42.9% | +40.4% |
| All | +114.3% | +42.1% | +72.2% | +42.1% |
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