+1,545.4%
ADM vs PEG
+2,974.8%
-1,429.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.8% | +2.6% | -4.4% | -2.9% |
| 30D | -13.3% | +3.3% | -16.6% | -14.5% |
| 3M | -13.4% | +1.1% | -14.4% | -13.9% |
| 6M | -9.6% | -1.4% | -8.2% | -9.5% |
| YTD | +23.0% | -4.6% | +27.6% | +24.5% |
| 1Y | +27.4% | -7.2% | +34.6% | +30.5% |
| 3Y | +5.7% | +33.7% | -28.1% | -9.5% |
| 5Y | +22.1% | +40.8% | -18.8% | +1.2% |
| 10Y | +106.0% | +162.8% | -56.8% | +27.1% |
| All | +1,545.4% | +2,974.8% | -1,429.4% | +308.7% |
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