+14.1%
PCG vs ADP
+47.3%
-33.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.6% |
| 7D | -1.6% | +3.2% | -4.8% | -2.5% |
| 30D | +1.4% | +14.9% | -13.5% | -2.7% |
| 3M | -23.4% | +11.6% | -35.0% | -26.0% |
| 6M | -19.4% | +48.5% | -67.8% | -29.3% |
| YTD | -18.5% | +20.6% | -39.1% | -23.0% |
| 1Y | -19.5% | +23.7% | -43.2% | -24.9% |
| 3Y | -21.0% | +47.8% | -68.8% | -31.5% |
| All | +14.1% | +47.3% | -33.2% | -7.4% |
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