-18.4%
PCG vs ADP
+48.3%
-66.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.2% |
| 7D | 0.0% | +7.4% | -7.4% | +0.4% |
| 30D | +5.8% | +17.1% | -11.2% | +6.4% |
| 3M | -22.8% | +14.4% | -37.2% | -22.3% |
| 6M | -18.4% | +47.9% | -66.3% | -15.5% |
| All | -18.4% | +48.3% | -66.7% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling