-76.4%
PCG vs ADP
+319.4%
-395.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.2% | +0.9% | -3.2% | -2.7% |
| 30D | -0.5% | +11.9% | -12.3% | -5.6% |
| 3M | -24.0% | +13.7% | -37.7% | -28.7% |
| 6M | -18.6% | +46.8% | -65.4% | -33.0% |
| YTD | -17.7% | +21.8% | -39.4% | -26.3% |
| 1Y | -20.0% | +23.5% | -43.5% | -29.1% |
| 3Y | -20.2% | +44.1% | -64.3% | -35.4% |
| 5Y | +8.4% | +49.9% | -41.5% | -16.6% |
| 10Y | -76.4% | +318.8% | -395.2% | -88.0% |
| All | -76.4% | +319.4% | -395.8% | -88.0% |
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