+316.8%
ADP vs PWR
+1,832.8%
-1,516.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -2.5% |
| 7D | +3.2% | -12.9% | +16.1% | +5.6% |
| 30D | +14.9% | -22.8% | +37.8% | +20.2% |
| 3M | +11.6% | -19.0% | +30.6% | +15.0% |
| 6M | +48.5% | -31.1% | +79.6% | +57.0% |
| YTD | +20.6% | +28.2% | -7.7% | +4.7% |
| 1Y | +23.7% | +22.2% | +1.5% | +8.6% |
| 3Y | +47.8% | +222.1% | -174.3% | -13.1% |
| 5Y | +47.7% | +364.1% | -316.4% | -27.4% |
| All | +316.8% | +1,832.8% | -1,516.0% | +10.8% |
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