-5.1%
PCG vs ADP
-4.5%
-0.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.4% |
| 7D | -13.9% | -3.4% | -10.4% | -14.0% |
| 30D | -16.9% | +2.8% | -19.6% | -16.8% |
| 3M | -14.7% | +20.9% | -35.7% | -14.2% |
| 6M | -23.8% | +29.9% | -53.7% | -22.5% |
| YTD | -10.5% | +9.6% | -20.1% | -7.0% |
| 1Y | -5.1% | -5.3% | +0.2% | +5.2% |
| All | -5.1% | -4.5% | -0.6% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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