+49.6%
ADP vs PR
+61.1%
-11.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.0% | +1.5% |
| 7D | +7.4% | -16.5% | +23.9% | +8.6% |
| 30D | +17.1% | -4.5% | +21.6% | +17.2% |
| 3M | +14.4% | +8.5% | +5.9% | +13.4% |
| 6M | +47.9% | -3.3% | +51.2% | +47.6% |
| YTD | +22.1% | +55.7% | -33.6% | +17.3% |
| 1Y | +21.8% | +82.0% | -60.3% | +15.4% |
| All | +49.6% | +61.1% | -11.5% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling