+23.7%
ADP vs PENG
+88.9%
-65.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -0.1% |
| 7D | +3.2% | -19.4% | +22.7% | +1.7% |
| 30D | +14.9% | -42.4% | +57.3% | +10.4% |
| 3M | +11.6% | -25.6% | +37.3% | +10.1% |
| 6M | +48.5% | +7.3% | +41.2% | +46.2% |
| YTD | +20.6% | +113.9% | -93.3% | +16.8% |
| 1Y | +23.7% | +93.6% | -69.9% | +19.6% |
| All | +23.7% | +88.9% | -65.2% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling