+317.2%
ADP vs PEG
+167.4%
+149.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +0.3% | +2.3% | -2.1% | -0.9% |
| 30D | +11.6% | +6.1% | +5.5% | +8.5% |
| 3M | +15.1% | -0.5% | +15.6% | +15.1% |
| 6M | +46.0% | -3.2% | +49.2% | +47.4% |
| YTD | +22.4% | -4.4% | +26.8% | +23.2% |
| 1Y | +24.5% | -7.4% | +31.9% | +27.2% |
| 3Y | +44.8% | +33.9% | +10.9% | +17.9% |
| 5Y | +49.1% | +42.3% | +6.8% | +15.6% |
| All | +317.2% | +167.4% | +149.8% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling