+47.1%
ADP vs PFGC
+82.6%
-35.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +2.2% | +3.4% | -1.2% | +1.5% |
| 30D | +10.6% | +16.9% | -6.4% | +7.2% |
| 3M | +12.9% | +6.4% | +6.5% | +11.4% |
| 6M | +50.6% | +16.0% | +34.6% | +46.4% |
| YTD | +23.2% | +23.6% | -0.4% | +17.1% |
| 1Y | +25.3% | +16.6% | +8.7% | +21.1% |
| 3Y | +47.1% | +82.3% | -35.2% | +28.3% |
| All | +47.1% | +82.6% | -35.5% | +28.3% |
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