+47.8%
ADP vs PFGC
+77.4%
-29.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | +3.2% | +8.5% | -5.3% | +1.5% |
| 30D | +14.9% | +15.0% | -0.1% | +11.8% |
| 3M | +11.6% | -6.2% | +17.8% | +12.7% |
| 6M | +48.5% | +15.7% | +32.7% | +44.4% |
| YTD | +20.6% | +19.6% | +1.0% | +15.4% |
| 1Y | +23.7% | +13.2% | +10.5% | +20.2% |
| 3Y | +47.8% | +77.0% | -29.2% | +30.2% |
| All | +47.8% | +77.4% | -29.6% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling