+161.2%
ADM vs PENG
+762.7%
-601.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.2% | -0.3% |
| 7D | +3.8% | +4.5% | -0.8% | +3.3% |
| 30D | +9.8% | -7.1% | +16.9% | +10.2% |
| 3M | +2.1% | -27.3% | +29.4% | +3.4% |
| 6M | +27.5% | +169.6% | -142.1% | +12.9% |
| YTD | +50.2% | +164.6% | -114.4% | +33.0% |
| 1Y | +40.6% | +109.5% | -68.9% | +26.7% |
| 3Y | +17.2% | +98.9% | -81.7% | +1.2% |
| 5Y | +61.9% | +116.3% | -54.4% | +34.3% |
| All | +161.2% | +762.7% | -601.5% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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