+39.6%
ADM vs PEGA
-35.6%
+75.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | -0.5% |
| 7D | -0.1% | -2.4% | +2.3% | -0.3% |
| 30D | +11.0% | +9.6% | +1.4% | +12.0% |
| 3M | +6.0% | +2.3% | +3.7% | +6.9% |
| 6M | +26.9% | -23.9% | +50.8% | +25.7% |
| YTD | +50.0% | -39.8% | +89.8% | +44.6% |
| 1Y | +39.6% | -37.4% | +77.0% | +34.9% |
| All | +39.6% | -35.6% | +75.2% | +34.9% |
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