+1,217.3%
ADM vs PEGA
+1,209.2%
+8.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.3% |
| 7D | +3.8% | +3.3% | +0.5% | +3.6% |
| 30D | +9.8% | +17.7% | -8.0% | +8.6% |
| 3M | +2.1% | +5.8% | -3.7% | +1.5% |
| 6M | +27.5% | -20.3% | +47.8% | +28.6% |
| YTD | +50.2% | -37.1% | +87.3% | +53.2% |
| 1Y | +40.6% | -30.2% | +70.8% | +42.2% |
| 3Y | +17.2% | +48.1% | -30.9% | +11.3% |
| 5Y | +61.9% | -46.8% | +108.7% | +61.1% |
| 10Y | +159.3% | +191.3% | -32.0% | +132.1% |
| All | +1,217.3% | +1,209.2% | +8.0% | +949.2% |
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