+279.0%
ADP vs PEG
+136.9%
+142.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | -5.7% | -1.0% | -4.7% | -5.3% |
| 30D | -3.1% | -2.6% | -0.5% | -2.0% |
| 3M | +15.6% | -7.6% | +23.2% | +19.7% |
| 6M | +20.8% | -12.2% | +33.0% | +27.4% |
| YTD | +4.7% | -8.1% | +12.8% | +7.5% |
| 1Y | -8.3% | -7.0% | -1.3% | -6.8% |
| 3Y | +13.6% | +30.6% | -17.0% | -6.4% |
| 5Y | +45.0% | +34.4% | +10.6% | +16.1% |
| 10Y | +279.0% | +146.5% | +132.5% | +123.5% |
| All | +279.0% | +136.9% | +142.1% | +123.5% |
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