+276.5%
ADP vs PBR
+697.0%
-420.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | -3.4% | +5.4% | -8.7% | -4.1% |
| 30D | -0.4% | +22.9% | -23.3% | -3.4% |
| 3M | +19.7% | +19.6% | +0.1% | +16.4% |
| 6M | +27.9% | +16.5% | +11.5% | +24.6% |
| YTD | +5.9% | +86.7% | -80.7% | -4.0% |
| 1Y | -7.5% | +74.7% | -82.2% | -15.5% |
| 3Y | +15.4% | +102.6% | -87.2% | +1.6% |
| 5Y | +48.4% | +566.6% | -518.2% | +2.9% |
| All | +276.5% | +697.0% | -420.5% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling