+126.6%
ADM vs PEG
+171.2%
-44.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.1% |
| 7D | +4.2% | +4.5% | -0.3% | +2.3% |
| 30D | -12.8% | +7.5% | -20.4% | -15.4% |
| 3M | -8.5% | +0.8% | -9.3% | -8.9% |
| 6M | -10.9% | 0.0% | -10.9% | -11.3% |
| YTD | +29.4% | -3.0% | +32.5% | +30.2% |
| 1Y | +27.5% | -4.7% | +32.3% | +29.2% |
| 3Y | +10.3% | +36.5% | -26.1% | -8.2% |
| 5Y | +27.4% | +44.4% | -17.0% | +1.8% |
| All | +126.6% | +171.2% | -44.6% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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