+9.0%
PCG vs ADP
+48.5%
-39.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -0.5% | +3.2% | -3.6% | -1.3% |
| 30D | +0.8% | +12.8% | -12.0% | -2.8% |
| 3M | -22.0% | +12.3% | -34.4% | -24.8% |
| 6M | -17.1% | +45.4% | -62.5% | -26.7% |
| YTD | -16.9% | +21.4% | -38.3% | -21.5% |
| 1Y | -19.1% | +23.7% | -42.8% | -24.3% |
| 3Y | -19.4% | +43.6% | -63.1% | -29.2% |
| 5Y | +9.0% | +48.7% | -39.7% | -11.1% |
| All | +9.0% | +48.5% | -39.5% | -11.1% |
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 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