+424.7%
ADI vs PENG
+762.7%
-338.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | 0.0% |
| 7D | +0.4% | +4.5% | -4.1% | -0.8% |
| 30D | -3.8% | -7.1% | +3.3% | -2.3% |
| 3M | -15.3% | -27.3% | +12.0% | -10.9% |
| 6M | +6.7% | +169.6% | -162.9% | -21.7% |
| YTD | +34.8% | +164.6% | -129.9% | -1.3% |
| 1Y | +49.0% | +109.5% | -60.4% | +14.7% |
| 3Y | +108.1% | +98.9% | +9.2% | +47.6% |
| 5Y | +142.4% | +116.3% | +26.2% | +62.2% |
| All | +424.7% | +762.7% | -338.0% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling