+279.0%
ADP vs PEG
+139.0%
+140.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -5.7% | -0.1% | -5.6% | -5.6% |
| 30D | -3.1% | -1.7% | -1.3% | -2.4% |
| 3M | +15.6% | -6.8% | +22.4% | +19.2% |
| 6M | +20.8% | -11.4% | +32.2% | +26.9% |
| YTD | +4.7% | -7.2% | +12.0% | +7.1% |
| 1Y | -8.3% | -6.1% | -2.2% | -7.2% |
| 3Y | +13.6% | +31.8% | -18.2% | -6.8% |
| 5Y | +45.0% | +35.6% | +9.4% | +15.6% |
| 10Y | +279.0% | +148.7% | +130.3% | +122.6% |
| All | +279.0% | +139.0% | +140.0% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PEG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling