+53.2%
ADP vs PTC
+6.0%
+47.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +4.0% | 0.0% |
| 7D | -3.4% | -10.3% | +6.8% | +0.1% |
| 30D | +2.8% | +1.1% | +1.6% | +2.3% |
| 3M | +20.9% | +1.6% | +19.3% | +19.4% |
| 6M | +29.9% | -13.5% | +43.3% | +35.0% |
| YTD | +9.6% | -19.1% | +28.7% | +16.3% |
| 1Y | -5.3% | -33.9% | +28.6% | +6.8% |
| 3Y | +16.5% | -3.9% | +20.4% | +12.3% |
| All | +53.2% | +6.0% | +47.2% | +37.0% |
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