+162.4%
ADM vs PEGA
+175.4%
-13.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.2% |
| 7D | -0.1% | -2.4% | +2.3% | +0.1% |
| 30D | +11.0% | +9.6% | +1.4% | +10.1% |
| 3M | +6.0% | +2.3% | +3.7% | +5.4% |
| 6M | +26.9% | -23.9% | +50.8% | +29.4% |
| YTD | +50.0% | -39.8% | +89.8% | +56.0% |
| 1Y | +39.6% | -37.4% | +77.0% | +44.1% |
| 3Y | +18.5% | +53.1% | -34.6% | +4.6% |
| 5Y | +62.6% | -47.2% | +109.8% | +71.3% |
| 10Y | +162.4% | +174.3% | -11.9% | +108.1% |
| All | +162.4% | +175.4% | -13.0% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling