+23.7%
ADP vs PR
+80.1%
-56.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.3% |
| 7D | +3.2% | -16.4% | +19.6% | +3.8% |
| 30D | +14.9% | -1.9% | +16.8% | +14.5% |
| 3M | +11.6% | +8.0% | +3.7% | +10.7% |
| 6M | +48.5% | +4.1% | +44.4% | +47.0% |
| YTD | +20.6% | +58.7% | -38.1% | +18.5% |
| 1Y | +23.7% | +75.8% | -52.1% | +19.7% |
| All | +23.7% | +80.1% | -56.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling