+270.5%
ADP vs PFG
+239.4%
+31.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.9% |
| 7D | -5.5% | +6.0% | -11.5% | -7.8% |
| 30D | -1.2% | +2.2% | -3.5% | -2.2% |
| 3M | +17.9% | +10.4% | +7.5% | +13.1% |
| 6M | +20.3% | +27.8% | -7.5% | +8.5% |
| YTD | +5.8% | +33.6% | -27.8% | -6.4% |
| 1Y | -7.7% | +49.3% | -57.0% | -22.3% |
| 3Y | +14.7% | +69.7% | -55.0% | -10.1% |
| 5Y | +45.8% | +111.3% | -65.6% | +1.9% |
| 10Y | +270.5% | +240.3% | +30.2% | +87.7% |
| All | +270.5% | +239.4% | +31.0% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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