+53.2%
ADP vs PR
+433.6%
-380.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -3.4% | +2.9% | -6.3% | -3.7% |
| 30D | +2.8% | +18.0% | -15.3% | +0.9% |
| 3M | +20.9% | +16.9% | +4.1% | +18.7% |
| 6M | +29.9% | +28.2% | +1.7% | +26.1% |
| YTD | +9.6% | +69.3% | -59.7% | +3.1% |
| 1Y | -5.3% | +69.5% | -74.8% | -11.1% |
| 3Y | +16.5% | +81.7% | -65.2% | +6.5% |
| All | +53.2% | +433.6% | -380.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling