+278.9%
ADP vs PGR
+825.1%
-546.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -2.8% | -0.6% | -2.1% | -2.5% |
| 30D | +0.2% | +4.9% | -4.7% | -1.8% |
| 3M | +20.5% | +7.6% | +12.8% | +16.5% |
| 6M | +28.8% | +8.3% | +20.5% | +24.0% |
| YTD | +6.6% | +1.7% | +4.9% | +5.1% |
| 1Y | -6.9% | -6.8% | 0.0% | -5.0% |
| 3Y | +16.1% | +73.4% | -57.3% | -11.2% |
| 5Y | +49.3% | +161.2% | -111.9% | -10.4% |
| All | +278.9% | +825.1% | -546.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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