+3,280.3%
PEP vs ADM
+1,573.2%
+1,707.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +6.7% | -7.5% | +14.2% | +8.5% |
| 30D | +13.5% | -14.3% | +27.8% | +17.5% |
| 3M | +3.9% | -8.6% | +12.5% | +5.8% |
| 6M | -6.0% | -9.9% | +3.9% | -4.3% |
| YTD | +2.5% | +25.1% | -22.6% | -3.5% |
| 1Y | +3.9% | +28.8% | -24.9% | -2.9% |
| 3Y | -4.7% | +6.9% | -11.5% | -9.0% |
| 5Y | +1.1% | +25.9% | -24.8% | -8.5% |
| 10Y | +83.8% | +101.7% | -17.8% | +46.1% |
| All | +3,280.3% | +1,573.2% | +1,707.1% | +1,161.7% |
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