+23.5%
ADP vs PWR
+36.2%
-12.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +1.4% |
| 7D | +0.9% | +4.7% | -3.8% | +2.5% |
| 30D | +11.9% | -12.5% | +24.4% | +8.9% |
| 3M | +13.7% | -9.3% | +23.1% | +12.1% |
| 6M | +46.8% | -22.2% | +68.9% | +41.6% |
| YTD | +21.8% | +44.2% | -22.4% | +31.5% |
| 1Y | +23.5% | +35.5% | -12.0% | +32.8% |
| All | +23.5% | +36.2% | -12.6% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling