+79.6%
PEP vs ADM
+100.6%
-21.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +2.9% | -9.0% | +11.9% | +5.5% |
| 30D | +14.2% | -14.0% | +28.2% | +18.9% |
| 3M | +3.2% | -9.2% | +12.3% | +5.6% |
| 6M | -7.4% | -9.2% | +1.7% | -5.7% |
| YTD | +1.5% | +24.2% | -22.7% | -6.0% |
| 1Y | +3.9% | +27.0% | -23.1% | -4.5% |
| 3Y | -5.5% | +6.6% | -12.1% | -11.0% |
| 5Y | +0.1% | +25.0% | -24.8% | -14.7% |
| All | +79.6% | +100.6% | -21.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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