+276.0%
ADP vs PENG
+644.0%
-368.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | +3.2% | -16.1% | +19.3% | +4.1% |
| 30D | +12.8% | -41.5% | +54.2% | +16.6% |
| 3M | +12.3% | -19.1% | +31.4% | +12.4% |
| 6M | +45.4% | +0.9% | +44.5% | +38.2% |
| YTD | +21.4% | +128.2% | -106.8% | +3.9% |
| 1Y | +23.7% | +98.6% | -74.9% | +7.4% |
| 3Y | +43.6% | +188.2% | -144.6% | +13.6% |
| 5Y | +48.7% | +55.5% | -6.8% | +21.3% |
| All | +276.0% | +644.0% | -368.0% | +160.1% |
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