+64.2%
ADM vs PEGA
-46.5%
+110.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.3% |
| 7D | +3.8% | +3.3% | +0.5% | +3.7% |
| 30D | +9.8% | +17.7% | -8.0% | +9.5% |
| 3M | +2.1% | +5.8% | -3.7% | +2.1% |
| 6M | +27.5% | -20.3% | +47.8% | +28.2% |
| YTD | +50.2% | -37.1% | +87.3% | +51.9% |
| 1Y | +40.6% | -30.2% | +70.8% | +41.5% |
| 3Y | +17.2% | +48.1% | -30.9% | +11.9% |
| All | +64.2% | -46.5% | +110.7% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling