+10,816.5%
ADP vs PEG
+2,907.1%
+7,909.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | +2.8% | -2.4% | +5.2% | +3.6% |
| 3M | +20.9% | -4.8% | +25.7% | +22.9% |
| 6M | +29.9% | -10.7% | +40.6% | +34.6% |
| YTD | +9.6% | -6.7% | +16.3% | +11.4% |
| 1Y | -5.3% | -6.8% | +1.6% | -3.9% |
| 3Y | +16.5% | +34.5% | -18.0% | +1.6% |
| 5Y | +49.4% | +35.8% | +13.6% | +29.3% |
| 10Y | +282.2% | +141.7% | +140.5% | +167.1% |
| All | +10,816.5% | +2,907.1% | +7,909.4% | +2,830.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling