+47.3%
ADP vs PEG
+43.1%
+4.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.8% | -1.5% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | +11.5% | +3.8% | +7.7% | +10.2% |
| 3M | +12.0% | +0.1% | +12.0% | +11.9% |
| 6M | +43.8% | -1.0% | +44.8% | +43.7% |
| YTD | +20.1% | -4.1% | +24.2% | +20.4% |
| 1Y | +22.3% | -6.9% | +29.1% | +24.0% |
| 3Y | +43.3% | +35.6% | +7.6% | +18.7% |
| 5Y | +47.3% | +42.8% | +4.6% | +17.0% |
| All | +47.3% | +43.1% | +4.2% | +17.0% |
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 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