+49.6%
ADP vs PENG
+31.0%
+18.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.0% | +24.2% | +1.7% |
| 7D | +7.4% | -36.7% | +44.1% | +8.4% |
| 30D | +17.1% | -42.0% | +59.1% | +18.3% |
| 3M | +14.4% | -33.2% | +47.6% | +14.8% |
| 6M | +47.9% | +2.1% | +45.8% | +40.5% |
| YTD | +22.1% | +90.3% | -68.2% | +9.0% |
| 1Y | +21.8% | +67.7% | -45.9% | +9.8% |
| 3Y | +50.5% | +154.2% | -103.8% | +23.2% |
| 5Y | +49.6% | +28.3% | +21.3% | +23.8% |
| All | +49.6% | +31.0% | +18.6% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling