+60.3%
ADP vs PCOR
-30.9%
+91.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.3% |
| 7D | -3.4% | -9.0% | +5.5% | -1.8% |
| 30D | +2.8% | +4.2% | -1.4% | +2.0% |
| 3M | +20.9% | +14.4% | +6.5% | +17.6% |
| 6M | +29.9% | +0.2% | +29.7% | +28.4% |
| YTD | +9.6% | -20.3% | +29.9% | +11.8% |
| 1Y | -5.3% | -16.1% | +10.9% | -4.5% |
| 3Y | +16.5% | -14.7% | +31.2% | +14.2% |
| 5Y | +49.4% | -43.2% | +92.6% | +42.8% |
| All | +60.3% | -30.9% | +91.3% | +53.0% |
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 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