+22.1%
ADM vs PEG
+41.8%
-19.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.8% | +2.6% | -4.4% | -2.6% |
| 30D | -13.3% | +3.3% | -16.6% | -14.1% |
| 3M | -13.4% | +1.1% | -14.4% | -13.7% |
| 6M | -9.6% | -1.4% | -8.2% | -9.5% |
| YTD | +23.0% | -4.6% | +27.6% | +24.3% |
| 1Y | +27.4% | -7.2% | +34.6% | +29.8% |
| 3Y | +5.7% | +33.7% | -28.1% | -10.8% |
| 5Y | +22.1% | +40.8% | -18.8% | -2.4% |
| All | +22.1% | +41.8% | -19.7% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling