+14.1%
ADP vs PBR
+97.2%
-83.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -5.7% | +0.3% | -6.0% | -5.7% |
| 30D | -3.1% | +17.5% | -20.6% | -4.0% |
| 3M | +15.6% | +20.9% | -5.3% | +14.2% |
| 6M | +20.8% | +20.2% | +0.6% | +19.6% |
| YTD | +4.7% | +84.3% | -79.5% | +0.8% |
| 1Y | -8.3% | +77.1% | -85.4% | -11.6% |
| All | +14.1% | +97.2% | -83.1% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling