+270.5%
ADP vs PFGC
+273.4%
-2.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.1% |
| 7D | -5.5% | -2.4% | -3.0% | -5.0% |
| 30D | -1.2% | -15.8% | +14.5% | +2.2% |
| 3M | +17.9% | -0.6% | +18.5% | +17.9% |
| 6M | +20.3% | +10.7% | +9.7% | +17.4% |
| YTD | +5.8% | +7.6% | -1.8% | +3.3% |
| 1Y | -7.7% | -7.8% | +0.1% | -7.0% |
| 3Y | +14.7% | +63.7% | -49.0% | +1.6% |
| 5Y | +45.8% | +112.3% | -66.5% | +20.2% |
| 10Y | +270.5% | +286.7% | -16.2% | +176.4% |
| All | +270.5% | +273.4% | -2.9% | +176.4% |
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