+313.7%
ADP vs PFGC
+360.0%
-46.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.2% |
| 7D | +1.1% | +10.8% | -9.7% | -1.2% |
| 30D | +11.5% | +17.8% | -6.3% | +7.7% |
| 3M | +12.0% | -2.7% | +14.8% | +12.3% |
| 6M | +43.8% | +20.0% | +23.8% | +38.0% |
| YTD | +20.1% | +24.3% | -4.2% | +13.6% |
| 1Y | +22.3% | +13.2% | +9.1% | +17.9% |
| 3Y | +43.3% | +85.9% | -42.6% | +23.6% |
| 5Y | +47.3% | +141.0% | -93.7% | +18.4% |
| 10Y | +313.7% | +370.6% | -56.9% | +201.0% |
| All | +313.7% | +360.0% | -46.3% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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