+319.9%
ADP vs PBR
+585.8%
-265.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.3% |
| 30D | +10.6% | -29.3% | +39.9% | +15.8% |
| 3M | +12.9% | +5.5% | +7.4% | +11.4% |
| 6M | +50.6% | -2.9% | +53.5% | +50.1% |
| YTD | +23.2% | +61.5% | -38.3% | +13.3% |
| 1Y | +25.3% | +46.9% | -21.6% | +16.8% |
| 3Y | +47.1% | +66.4% | -19.3% | +32.6% |
| 5Y | +50.1% | +460.3% | -410.3% | +6.0% |
| All | +319.9% | +585.8% | -265.9% | +164.9% |
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