+318.8%
ADP vs PWR
+1,887.5%
-1,568.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.6% |
| 7D | +0.9% | +4.7% | -3.8% | -0.4% |
| 30D | +11.9% | -12.5% | +24.4% | +14.0% |
| 3M | +13.7% | -9.3% | +23.1% | +14.4% |
| 6M | +46.8% | -22.2% | +68.9% | +51.4% |
| YTD | +21.8% | +44.2% | -22.4% | +3.1% |
| 1Y | +23.5% | +35.5% | -12.0% | +6.2% |
| 3Y | +44.1% | +250.4% | -206.4% | -16.5% |
| 5Y | +49.9% | +425.6% | -375.7% | -28.6% |
| 10Y | +318.8% | +1,874.2% | -1,555.5% | +6.2% |
| All | +318.8% | +1,887.5% | -1,568.8% | +6.2% |
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