+48.7%
ADP vs PTC
+60.7%
-12.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +10.6% | +1.2% | +9.3% | +10.2% |
| 3M | +12.9% | +27.4% | -14.4% | +3.7% |
| 6M | +50.6% | +39.2% | +11.4% | +33.4% |
| YTD | +23.2% | +12.5% | +10.7% | +16.7% |
| 1Y | +25.3% | +12.3% | +13.0% | +18.6% |
| 3Y | +47.1% | +28.8% | +18.3% | +28.0% |
| All | +48.7% | +60.7% | -12.0% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling