+1,030.0%
ADP vs PBR
+1,797.5%
-767.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.8% |
| 7D | -3.4% | +8.6% | -12.0% | -4.7% |
| 30D | +2.8% | +12.8% | -10.0% | +0.8% |
| 3M | +20.9% | +14.7% | +6.3% | +18.1% |
| 6M | +29.9% | +25.2% | +4.7% | +24.8% |
| YTD | +9.6% | +77.1% | -67.5% | -0.4% |
| 1Y | -5.3% | +69.6% | -74.8% | -13.6% |
| 3Y | +16.5% | +95.6% | -79.1% | +2.4% |
| 5Y | +49.4% | +501.8% | -452.4% | +5.7% |
| 10Y | +282.2% | +640.6% | -358.4% | +135.7% |
| All | +1,030.0% | +1,797.5% | -767.5% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling