+40.6%
ADM vs PEGA
-30.0%
+70.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.2% |
| 7D | +3.8% | +3.3% | +0.5% | +4.1% |
| 30D | +9.8% | +17.7% | -8.0% | +11.4% |
| 3M | +2.1% | +5.8% | -3.7% | +3.3% |
| 6M | +27.5% | -20.3% | +47.8% | +26.8% |
| YTD | +50.2% | -37.1% | +87.3% | +45.6% |
| 1Y | +40.6% | -30.2% | +70.8% | +37.6% |
| All | +40.6% | -30.0% | +70.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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