+12,165.0%
ADP vs PNC
+3,908.5%
+8,256.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | +2.2% | +3.1% | -0.9% | +1.3% |
| 30D | +10.6% | +7.6% | +2.9% | +8.2% |
| 3M | +12.9% | -8.1% | +21.1% | +15.5% |
| 6M | +50.6% | +12.6% | +38.0% | +45.1% |
| YTD | +23.2% | +15.0% | +8.2% | +17.7% |
| 1Y | +25.3% | +30.4% | -5.1% | +15.3% |
| 3Y | +47.1% | +116.1% | -69.0% | +15.6% |
| 5Y | +50.1% | +37.5% | +12.6% | +32.3% |
| 10Y | +323.6% | +205.1% | +118.5% | +191.8% |
| All | +12,165.0% | +3,908.5% | +8,256.5% | +3,295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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