+105.7%
PCG vs ADP
+11,097.1%
-10,991.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.2% |
| 7D | -13.9% | -3.4% | -10.4% | -12.8% |
| 30D | -16.9% | +2.8% | -19.6% | -17.7% |
| 3M | -14.7% | +20.9% | -35.7% | -20.5% |
| 6M | -23.8% | +29.9% | -53.7% | -31.3% |
| YTD | -10.5% | +9.6% | -20.1% | -14.6% |
| 1Y | -5.1% | -5.3% | +0.2% | -4.7% |
| 3Y | -11.6% | +16.5% | -28.1% | -18.1% |
| 5Y | +59.0% | +49.4% | +9.6% | +33.6% |
| 10Y | -75.7% | +282.2% | -357.9% | -85.0% |
| All | +105.7% | +11,097.1% | -10,991.4% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling