+102.6%
ADM vs PEGA
+99.2%
+3.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.2% |
| 7D | -7.8% | -10.0% | +2.2% | -7.0% |
| 30D | -12.6% | -12.7% | +0.1% | -11.6% |
| 3M | -8.2% | -4.6% | -3.6% | -8.1% |
| 6M | -8.9% | -13.1% | +4.2% | -8.3% |
| YTD | +24.0% | -47.6% | +71.6% | +30.4% |
| 1Y | +26.2% | -47.0% | +73.2% | +32.3% |
| 3Y | +7.0% | +42.0% | -35.0% | -5.6% |
| 5Y | +24.9% | -47.8% | +72.7% | +29.5% |
| 10Y | +102.6% | +92.0% | +10.7% | +96.6% |
| All | +102.6% | +99.2% | +3.5% | +96.6% |
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 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