-76.0%
PCG vs ADP
+322.2%
-398.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | +2.2% | +2.2% | 0.0% | +1.2% |
| 30D | +0.8% | +10.6% | -9.8% | -4.0% |
| 3M | -23.8% | +12.9% | -36.7% | -28.3% |
| 6M | -19.6% | +50.6% | -70.3% | -34.6% |
| YTD | -16.7% | +23.2% | -39.9% | -25.9% |
| 1Y | -19.4% | +25.3% | -44.6% | -29.0% |
| 3Y | -18.3% | +47.1% | -65.4% | -34.6% |
| 5Y | +10.4% | +50.1% | -39.6% | -14.9% |
| All | -76.0% | +322.2% | -398.1% | -87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling