+54.5%
PCG vs ADP
+49.8%
+4.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.1% |
| 7D | -13.9% | -3.4% | -10.4% | -12.9% |
| 30D | -16.9% | +2.8% | -19.6% | -17.6% |
| 3M | -14.7% | +20.9% | -35.7% | -20.0% |
| 6M | -23.8% | +29.9% | -53.7% | -30.6% |
| YTD | -10.5% | +9.6% | -20.1% | -12.9% |
| 1Y | -5.1% | -5.3% | +0.2% | -1.8% |
| 3Y | -11.6% | +16.5% | -28.1% | -16.4% |
| All | +54.5% | +49.8% | +4.7% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling