+117.5%
ADM vs PENG
+520.3%
-402.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.0% | +22.5% | +1.3% |
| 7D | -7.5% | -36.7% | +29.2% | -4.5% |
| 30D | -14.3% | -42.0% | +27.8% | -11.2% |
| 3M | -8.6% | -33.2% | +24.6% | -6.9% |
| 6M | -9.9% | +2.1% | -12.0% | -13.4% |
| YTD | +25.1% | +90.3% | -65.2% | +12.4% |
| 1Y | +28.8% | +67.7% | -38.8% | +16.9% |
| 3Y | +6.9% | +154.2% | -147.4% | -10.6% |
| 5Y | +25.9% | +28.3% | -2.4% | +8.8% |
| All | +117.5% | +520.3% | -402.8% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling