+1.7%
PEP vs ADM
+38.4%
-36.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.7% | +11.0% | -10.4% | +0.3% |
| 3M | -0.5% | +6.0% | -6.5% | -0.8% |
| 6M | -11.3% | +26.9% | -38.2% | -13.4% |
| YTD | -0.6% | +50.0% | -50.6% | -4.6% |
| 1Y | +1.7% | +39.6% | -37.9% | -2.5% |
| All | +1.7% | +38.4% | -36.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling