+277.1%
ADP vs PENG
+720.8%
-443.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -0.5% |
| 7D | +0.9% | +1.9% | -0.9% | +0.4% |
| 30D | +11.9% | -37.8% | +49.7% | +15.2% |
| 3M | +13.7% | -14.1% | +27.8% | +13.3% |
| 6M | +46.8% | +13.1% | +33.7% | +38.1% |
| YTD | +21.8% | +151.8% | -130.0% | +3.4% |
| 1Y | +23.5% | +136.0% | -112.5% | +5.5% |
| 3Y | +44.1% | +217.9% | -173.9% | +13.0% |
| 5Y | +49.9% | +64.1% | -14.2% | +22.1% |
| All | +277.1% | +720.8% | -443.7% | +158.9% |
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