+26.7%
ADM vs PEG
-7.6%
+34.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.4% |
| 7D | +0.1% | +1.5% | -1.3% | -0.1% |
| 30D | -11.8% | +5.0% | -16.8% | -12.4% |
| 3M | -11.3% | -0.3% | -11.0% | -11.2% |
| 6M | -10.0% | -2.7% | -7.4% | -9.6% |
| YTD | +25.9% | -5.1% | +31.0% | +26.3% |
| 1Y | +26.7% | -8.3% | +34.9% | +29.8% |
| All | +26.7% | -7.6% | +34.3% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling