+7.4%
ADM vs PENG
+153.0%
-145.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.0% | +22.5% | +0.1% |
| 7D | -7.5% | -36.7% | +29.2% | -6.4% |
| 30D | -14.3% | -42.0% | +27.8% | -13.2% |
| 3M | -8.6% | -33.2% | +24.6% | -8.1% |
| 6M | -9.9% | +2.1% | -12.0% | -12.2% |
| YTD | +25.1% | +90.3% | -65.2% | +17.7% |
| 1Y | +28.8% | +67.7% | -38.8% | +21.7% |
| All | +7.4% | +153.0% | -145.7% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling