+53.2%
ADP vs PAAS
+113.1%
-59.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.0% |
| 7D | -3.4% | -2.9% | -0.5% | -3.3% |
| 30D | +2.8% | +6.8% | -4.0% | +2.4% |
| 3M | +20.9% | -2.9% | +23.8% | +21.0% |
| 6M | +29.9% | -16.4% | +46.3% | +30.9% |
| YTD | +9.6% | 0.0% | +9.6% | +8.4% |
| 1Y | -5.3% | +54.3% | -59.6% | -10.3% |
| 3Y | +16.5% | +230.7% | -214.2% | -0.8% |
| All | +53.2% | +113.1% | -59.9% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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