+270.5%
ADP vs PTC
+204.7%
+65.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -1.6% |
| 7D | -5.5% | -12.8% | +7.3% | -1.0% |
| 30D | -1.2% | -9.8% | +8.5% | +2.2% |
| 3M | +17.9% | -2.1% | +19.9% | +17.9% |
| 6M | +20.3% | -18.1% | +38.4% | +27.8% |
| YTD | +5.8% | -23.5% | +29.3% | +14.9% |
| 1Y | -7.7% | -37.4% | +29.6% | +6.9% |
| 3Y | +14.7% | -7.2% | +22.0% | +13.2% |
| 5Y | +45.8% | +2.7% | +43.1% | +35.7% |
| 10Y | +270.5% | +203.4% | +67.1% | +131.8% |
| All | +270.5% | +204.7% | +65.8% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PTC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling