-77.6%
PCG vs ADP
+318.0%
-395.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.4% |
| 7D | -1.6% | +3.2% | -4.8% | -3.0% |
| 30D | +1.4% | +14.9% | -13.5% | -5.1% |
| 3M | -23.4% | +11.6% | -35.0% | -27.6% |
| 6M | -19.4% | +48.5% | -67.8% | -34.0% |
| YTD | -18.5% | +20.6% | -39.1% | -26.7% |
| 1Y | -19.5% | +23.7% | -43.2% | -28.8% |
| 3Y | -21.0% | +47.8% | -68.8% | -37.0% |
| 5Y | +13.7% | +47.7% | -34.0% | -11.8% |
| All | -77.6% | +318.0% | -395.6% | -89.1% |
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