-19.1%
PCG vs ADP
+24.1%
-43.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.8% |
| 7D | -0.5% | +3.2% | -3.6% | -0.2% |
| 30D | +0.8% | +12.8% | -12.0% | +1.9% |
| 3M | -22.0% | +12.3% | -34.4% | -21.1% |
| 6M | -17.1% | +45.4% | -62.5% | -13.5% |
| YTD | -16.9% | +21.4% | -38.3% | -14.7% |
| 1Y | -19.1% | +23.7% | -42.8% | -15.6% |
| All | -19.1% | +24.1% | -43.1% | -15.6% |
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