+47.1%
ADP vs PWR
+247.1%
-200.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.6% |
| 7D | +2.2% | +11.3% | -9.1% | +3.2% |
| 30D | +10.6% | -8.9% | +19.4% | +10.2% |
| 3M | +12.9% | -10.5% | +23.4% | +12.6% |
| 6M | +50.6% | -22.2% | +72.8% | +50.9% |
| YTD | +23.2% | +42.7% | -19.6% | +19.9% |
| 1Y | +25.3% | +41.1% | -15.9% | +21.9% |
| 3Y | +47.1% | +242.7% | -195.6% | +27.8% |
| All | +47.1% | +247.1% | -200.0% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling