+3,159.9%
PEP vs ADM
+1,908.9%
+1,251.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | +3.8% | -5.2% | -2.2% |
| 30D | +0.2% | +9.8% | -9.5% | -2.0% |
| 3M | -1.1% | +2.1% | -3.2% | -1.9% |
| 6M | -13.5% | +27.5% | -41.0% | -18.7% |
| YTD | -1.2% | +50.2% | -51.4% | -10.6% |
| 1Y | -1.6% | +40.6% | -42.1% | -9.8% |
| 3Y | -12.5% | +17.2% | -29.7% | -18.1% |
| 5Y | +3.0% | +61.9% | -58.9% | -11.9% |
| 10Y | +73.9% | +159.3% | -85.4% | +30.7% |
| All | +3,159.9% | +1,908.9% | +1,251.1% | +1,069.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling