+319.9%
ADP vs PFGC
+351.0%
-31.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +2.2% | +3.4% | -1.2% | +1.4% |
| 30D | +10.6% | +16.9% | -6.4% | +6.9% |
| 3M | +12.9% | +6.4% | +6.5% | +11.2% |
| 6M | +50.6% | +16.0% | +34.6% | +45.6% |
| YTD | +23.2% | +23.6% | -0.4% | +16.6% |
| 1Y | +25.3% | +16.6% | +8.7% | +20.0% |
| 3Y | +47.1% | +82.3% | -35.2% | +27.4% |
| 5Y | +50.1% | +138.7% | -88.7% | +20.9% |
| All | +319.9% | +351.0% | -31.1% | +205.0% |
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