+25.4%
ADM vs PENG
+56.5%
-31.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +3.0% |
| 7D | +4.2% | +13.2% | -9.0% | +3.6% |
| 30D | -12.8% | -29.9% | +17.1% | -11.7% |
| 3M | -8.5% | -22.2% | +13.8% | -8.1% |
| 6M | -10.9% | -1.9% | -9.0% | -12.9% |
| YTD | +29.4% | +142.1% | -112.7% | +18.5% |
| 1Y | +27.5% | +151.5% | -124.0% | +16.4% |
| 3Y | +10.3% | +206.9% | -196.6% | -4.1% |
| All | +25.4% | +56.5% | -31.1% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling