-76.7%
PCG vs ADP
+327.9%
-404.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -1.1% | +1.1% | -2.2% | -1.6% |
| 30D | +0.1% | +11.5% | -11.4% | -5.0% |
| 3M | -24.4% | +12.0% | -36.5% | -28.7% |
| 6M | -17.7% | +43.8% | -61.5% | -31.6% |
| YTD | -17.4% | +20.1% | -37.5% | -25.6% |
| 1Y | -19.4% | +22.3% | -41.7% | -28.2% |
| 3Y | -18.6% | +43.3% | -61.9% | -34.0% |
| 5Y | +10.2% | +47.3% | -37.1% | -14.5% |
| 10Y | -76.7% | +313.7% | -390.4% | -88.1% |
| All | -76.7% | +327.9% | -404.6% | -88.1% |
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