+1,114.0%
ADP vs PFG
+1,015.3%
+98.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.7% |
| 7D | -3.4% | +5.5% | -9.0% | -4.9% |
| 30D | +2.8% | +2.4% | +0.4% | +2.1% |
| 3M | +20.9% | +13.6% | +7.4% | +16.8% |
| 6M | +29.9% | +27.9% | +2.0% | +21.4% |
| YTD | +9.6% | +35.6% | -25.9% | +0.9% |
| 1Y | -5.3% | +48.5% | -53.7% | -15.1% |
| 3Y | +16.5% | +66.9% | -50.4% | +0.3% |
| 5Y | +49.4% | +111.0% | -61.6% | +19.8% |
| 10Y | +282.2% | +244.5% | +37.7% | +160.4% |
| All | +1,114.0% | +1,015.3% | +98.8% | +408.5% |
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