+281.8%
ADP vs PWR
+2,334.2%
-2,052.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -3.4% | +3.6% | -7.0% | -4.2% |
| 30D | +2.8% | -8.6% | +11.4% | +4.6% |
| 3M | +20.9% | -13.2% | +34.1% | +23.3% |
| 6M | +29.9% | +9.9% | +20.0% | +22.1% |
| YTD | +9.6% | +48.0% | -38.4% | -6.4% |
| 1Y | -5.3% | +66.2% | -71.4% | -22.8% |
| 3Y | +16.5% | +195.1% | -178.6% | -26.5% |
| 5Y | +49.4% | +442.6% | -393.2% | -28.3% |
| All | +281.8% | +2,334.2% | -2,052.5% | -7.8% |
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