-19.4%
PCG vs ADP
+50.4%
-69.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | 0.0% | +7.4% | -7.4% | -1.1% |
| 30D | +5.8% | +17.1% | -11.2% | +3.1% |
| 3M | -22.8% | +14.4% | -37.2% | -24.6% |
| 6M | -18.4% | +47.9% | -66.3% | -24.6% |
| YTD | -16.9% | +22.1% | -38.9% | -17.7% |
| 1Y | -17.6% | +21.8% | -39.4% | -18.5% |
| All | -19.4% | +50.4% | -69.8% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling