+893.5%
ADP vs PSLV
+115.4%
+778.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.4% |
| 7D | -5.5% | +2.7% | -8.1% | -5.6% |
| 30D | -1.2% | +3.5% | -4.7% | -1.4% |
| 3M | +17.9% | +0.3% | +17.6% | +17.7% |
| 6M | +20.3% | -21.0% | +41.3% | +21.5% |
| YTD | +5.8% | -8.9% | +14.8% | +4.7% |
| 1Y | -7.7% | +54.0% | -61.7% | -12.7% |
| 3Y | +14.7% | +175.4% | -160.7% | +2.6% |
| 5Y | +45.8% | +157.7% | -111.9% | +30.3% |
| 10Y | +270.5% | +184.9% | +85.6% | +221.5% |
| All | +893.5% | +115.4% | +778.1% | +737.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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