+989.3%
ADM vs PEGA
+1,035.4%
-46.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.5% |
| 7D | -9.0% | -4.5% | -4.5% | -8.8% |
| 30D | -14.0% | -5.7% | -8.3% | -13.7% |
| 3M | -9.2% | +2.6% | -11.7% | -9.4% |
| 6M | -9.2% | -10.6% | +1.4% | -8.9% |
| YTD | +24.2% | -45.5% | +69.7% | +27.7% |
| 1Y | +27.0% | -44.8% | +71.7% | +30.3% |
| 3Y | +6.6% | +45.5% | -38.9% | +1.2% |
| 5Y | +25.0% | -45.3% | +70.3% | +24.0% |
| 10Y | +100.2% | +102.4% | -2.1% | +82.9% |
| All | +989.3% | +1,035.4% | -46.1% | +774.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling