+1,235.0%
ADP vs PFG
+960.1%
+274.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | +3.2% | -0.6% | +3.9% | +3.4% |
| 30D | +14.9% | +2.0% | +12.9% | +14.2% |
| 3M | +11.6% | -3.2% | +14.8% | +12.4% |
| 6M | +48.5% | +10.9% | +37.5% | +44.2% |
| YTD | +20.6% | +28.8% | -8.3% | +12.3% |
| 1Y | +23.7% | +39.2% | -15.5% | +12.8% |
| 3Y | +47.8% | +75.0% | -27.2% | +25.6% |
| 5Y | +47.7% | +91.9% | -44.2% | +21.5% |
| 10Y | +324.0% | +202.3% | +121.6% | +198.1% |
| All | +1,235.0% | +960.1% | +274.9% | +466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling