+18.5%
ADP vs PEG
+36.1%
-17.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.1% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | +2.8% | -2.4% | +5.2% | +3.1% |
| 3M | +20.9% | -4.8% | +25.7% | +21.7% |
| 6M | +29.9% | -10.7% | +40.6% | +31.9% |
| YTD | +9.6% | -6.7% | +16.3% | +10.1% |
| 1Y | -5.3% | -6.8% | +1.6% | -5.0% |
| All | +18.5% | +36.1% | -17.6% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling