+48.7%
ADP vs PFG
+92.7%
-44.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | +2.2% | +2.4% | -0.2% | +1.2% |
| 30D | +10.6% | +5.9% | +4.7% | +8.0% |
| 3M | +12.9% | -0.4% | +13.4% | +12.8% |
| 6M | +50.6% | +14.8% | +35.8% | +42.4% |
| YTD | +23.2% | +31.9% | -8.7% | +10.0% |
| 1Y | +25.3% | +38.8% | -13.6% | +9.6% |
| 3Y | +47.1% | +82.4% | -35.3% | +12.4% |
| All | +48.7% | +92.7% | -44.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling