+6.6%
ADM vs PENG
+184.4%
-177.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -1.0% |
| 7D | -9.0% | -19.4% | +10.4% | -8.6% |
| 30D | -14.0% | -42.4% | +28.4% | -12.7% |
| 3M | -9.2% | -25.6% | +16.5% | -8.9% |
| 6M | -9.2% | +7.3% | -16.4% | -11.4% |
| YTD | +24.2% | +113.9% | -89.6% | +16.5% |
| 1Y | +27.0% | +93.6% | -66.6% | +19.4% |
| 3Y | +6.6% | +170.2% | -163.6% | -4.3% |
| All | +6.6% | +184.4% | -177.8% | -4.3% |
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