+76.3%
ADP vs PCOR
-10.3%
+86.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +3.2% | +22.7% | -19.5% | -0.7% |
| 30D | +14.9% | +37.5% | -22.6% | +8.3% |
| 3M | +11.6% | +35.2% | -23.6% | +5.3% |
| 6M | +48.5% | +42.2% | +6.2% | +38.1% |
| YTD | +20.6% | +3.6% | +17.0% | +16.9% |
| 1Y | +23.7% | -4.8% | +28.4% | +21.4% |
| 3Y | +47.8% | +48.3% | -0.6% | +31.9% |
| 5Y | +47.7% | -20.1% | +67.8% | +34.4% |
| All | +76.3% | -10.3% | +86.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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