+49.1%
ADP vs PENG
+42.1%
+7.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -1.5% |
| 7D | +3.2% | -19.4% | +22.7% | +3.6% |
| 30D | +14.9% | -42.4% | +57.3% | +16.4% |
| 3M | +11.6% | -25.6% | +37.3% | +11.7% |
| 6M | +48.5% | +7.3% | +41.2% | +41.5% |
| YTD | +20.6% | +113.9% | -93.3% | +7.4% |
| 1Y | +23.7% | +93.6% | -69.9% | +11.0% |
| 3Y | +47.8% | +170.2% | -122.4% | +21.6% |
| All | +49.1% | +42.1% | +7.0% | +23.2% |
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