+47.8%
ADP vs PTC
+32.2%
+15.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | +3.2% | -0.2% | +3.5% | +3.3% |
| 30D | +14.9% | +0.8% | +14.1% | +14.7% |
| 3M | +11.6% | +32.1% | -20.5% | +3.1% |
| 6M | +48.5% | +42.6% | +5.8% | +33.1% |
| YTD | +20.6% | +12.0% | +8.6% | +15.0% |
| 1Y | +23.7% | +12.2% | +11.5% | +17.8% |
| 3Y | +47.8% | +31.2% | +16.6% | +28.4% |
| All | +47.8% | +32.2% | +15.6% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling