+316.1%
ADP vs PWR
+1,818.7%
-1,502.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | +3.2% | -11.2% | +14.4% | +5.1% |
| 30D | +12.8% | -17.4% | +30.2% | +16.3% |
| 3M | +12.3% | -11.7% | +24.1% | +13.6% |
| 6M | +45.4% | -21.7% | +67.1% | +49.2% |
| YTD | +21.4% | +38.3% | -16.9% | +3.7% |
| 1Y | +23.7% | +29.6% | -5.9% | +7.4% |
| 3Y | +43.6% | +236.1% | -192.5% | -16.0% |
| 5Y | +48.7% | +406.3% | -357.6% | -28.6% |
| 10Y | +316.1% | +1,796.7% | -1,480.6% | +6.4% |
| All | +316.1% | +1,818.7% | -1,502.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling