+49.9%
ADP vs PWR
+427.2%
-377.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.1% |
| 7D | +0.9% | +4.7% | -3.8% | +0.6% |
| 30D | +11.9% | -12.5% | +24.4% | +12.8% |
| 3M | +13.7% | -9.3% | +23.1% | +14.1% |
| 6M | +46.8% | -22.2% | +68.9% | +49.7% |
| YTD | +21.8% | +44.2% | -22.4% | +10.2% |
| 1Y | +23.5% | +35.5% | -12.0% | +13.0% |
| 3Y | +44.1% | +250.4% | -206.4% | -3.3% |
| 5Y | +49.9% | +425.6% | -375.7% | -14.4% |
| All | +49.9% | +427.2% | -377.3% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling