+4.4%
PEP vs ADM
+26.4%
-22.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.8% |
| 7D | +2.9% | +4.2% | -1.3% | +2.2% |
| 30D | +12.5% | -12.8% | +25.3% | +14.9% |
| 3M | +4.5% | -8.5% | +13.0% | +5.8% |
| 6M | -0.5% | -10.9% | +10.4% | +1.0% |
| YTD | +4.4% | +29.4% | -25.0% | -1.0% |
| 1Y | +4.4% | +27.5% | -23.2% | -0.8% |
| 3Y | -3.4% | +10.3% | -13.7% | -7.9% |
| All | +4.4% | +26.4% | -22.0% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling