+273.4%
ADP vs PENG
+597.2%
-323.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -2.2% |
| 7D | +3.2% | -19.4% | +22.7% | +4.4% |
| 30D | +14.9% | -42.4% | +57.3% | +18.9% |
| 3M | +11.6% | -25.6% | +37.3% | +12.4% |
| 6M | +48.5% | +7.3% | +41.2% | +39.6% |
| YTD | +20.6% | +113.9% | -93.3% | +3.7% |
| 1Y | +23.7% | +93.6% | -69.9% | +7.4% |
| 3Y | +47.8% | +170.2% | -122.4% | +17.4% |
| 5Y | +47.7% | +44.2% | +3.5% | +21.3% |
| All | +273.4% | +597.2% | -323.7% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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