+78.5%
ADP vs PCOR
-10.0%
+88.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +7.4% | +23.7% | -16.3% | +3.1% |
| 30D | +17.1% | +39.0% | -21.9% | +10.2% |
| 3M | +14.4% | +35.8% | -21.3% | +7.9% |
| 6M | +47.9% | +38.2% | +9.7% | +38.2% |
| YTD | +22.1% | +3.9% | +18.1% | +18.3% |
| 1Y | +21.8% | +5.7% | +16.1% | +17.5% |
| 3Y | +50.5% | +44.8% | +5.7% | +34.8% |
| 5Y | +49.6% | -19.8% | +69.3% | +36.0% |
| All | +78.5% | -10.0% | +88.5% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling