+10,328.9%
ADP vs PGR
+42,092.8%
-31,763.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -5.7% | -2.7% | -3.0% | -4.9% |
| 30D | -3.1% | +0.7% | -3.8% | -3.3% |
| 3M | +15.6% | +7.7% | +7.9% | +12.8% |
| 6M | +20.8% | +4.3% | +16.5% | +18.9% |
| YTD | +4.7% | +0.7% | +4.0% | +4.0% |
| 1Y | -8.3% | -5.7% | -2.6% | -7.2% |
| 3Y | +13.6% | +73.7% | -60.1% | -5.9% |
| 5Y | +45.0% | +158.4% | -113.4% | +4.4% |
| 10Y | +279.0% | +810.5% | -531.5% | +87.1% |
| All | +10,328.9% | +42,092.8% | -31,763.8% | +2,411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling