+48.5%
ADP vs PFG
+10.8%
+37.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +3.2% | -0.6% | +3.9% | +3.3% |
| 30D | +14.9% | +2.0% | +12.9% | +13.5% |
| 3M | +11.6% | -3.2% | +14.8% | +13.4% |
| 6M | +48.5% | +10.9% | +37.5% | +43.6% |
| All | +48.5% | +10.8% | +37.6% | +43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling