+64.2%
ADM vs PENG
+115.2%
-51.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.2% | -0.1% |
| 7D | +3.8% | +4.5% | -0.8% | +3.5% |
| 30D | +9.8% | -7.1% | +16.9% | +10.0% |
| 3M | +2.1% | -27.3% | +29.4% | +3.0% |
| 6M | +27.5% | +169.6% | -142.1% | +17.5% |
| YTD | +50.2% | +164.6% | -114.4% | +38.4% |
| 1Y | +40.6% | +109.5% | -68.9% | +31.0% |
| 3Y | +17.2% | +98.9% | -81.7% | +6.1% |
| All | +64.2% | +115.2% | -51.0% | +47.5% |
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