+1,908.9%
ADM vs PEG
+2,907.1%
-998.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | +9.8% | -2.4% | +12.2% | +10.8% |
| 3M | +2.1% | -4.8% | +6.9% | +4.1% |
| 6M | +27.5% | -10.7% | +38.2% | +33.1% |
| YTD | +50.2% | -6.7% | +56.9% | +53.7% |
| 1Y | +40.6% | -6.8% | +47.4% | +43.8% |
| 3Y | +17.2% | +34.5% | -17.3% | +0.1% |
| 5Y | +61.9% | +35.8% | +26.1% | +36.3% |
| 10Y | +159.3% | +141.7% | +17.5% | +65.7% |
| All | +1,908.9% | +2,907.1% | -998.2% | +404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling