+128.2%
ADM vs PEG
+161.7%
-33.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.6% |
| 7D | +0.1% | +1.5% | -1.3% | -0.5% |
| 30D | -11.8% | +5.0% | -16.8% | -13.6% |
| 3M | -11.3% | -0.3% | -11.0% | -11.3% |
| 6M | -10.0% | -2.7% | -7.4% | -9.4% |
| YTD | +25.9% | -5.1% | +31.0% | +27.7% |
| 1Y | +26.7% | -8.3% | +34.9% | +30.4% |
| 3Y | +8.1% | +33.0% | -24.9% | -9.1% |
| 5Y | +23.5% | +41.3% | -17.8% | -0.4% |
| 10Y | +128.2% | +164.5% | -36.3% | +49.4% |
| All | +128.2% | +161.7% | -33.5% | +49.4% |
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