+51.0%
ADP vs PFGC
+114.5%
-63.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.4% | -2.2% | -1.2% | -2.9% |
| 30D | +2.8% | -11.9% | +14.7% | +5.8% |
| 3M | +20.9% | +5.0% | +15.9% | +19.5% |
| 6M | +29.9% | +8.6% | +21.3% | +26.8% |
| YTD | +9.6% | +9.7% | 0.0% | +6.1% |
| 1Y | -5.3% | -6.3% | +1.0% | -4.4% |
| 3Y | +16.5% | +58.2% | -41.7% | +0.7% |
| All | +51.0% | +114.5% | -63.5% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling