+53.2%
ADP vs PEG
+35.8%
+17.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | +2.8% | -2.4% | +5.2% | +3.5% |
| 3M | +20.9% | -4.8% | +25.7% | +22.7% |
| 6M | +29.9% | -10.7% | +40.6% | +34.2% |
| YTD | +9.6% | -6.7% | +16.3% | +11.0% |
| 1Y | -5.3% | -6.8% | +1.6% | -4.3% |
| 3Y | +16.5% | +34.5% | -18.0% | -3.4% |
| All | +53.2% | +35.8% | +17.4% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling