+91.1%
PCG vs ADP
+12,367.0%
-12,275.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | 0.0% | +7.4% | -7.4% | -2.4% |
| 30D | +5.8% | +17.1% | -11.2% | 0.0% |
| 3M | -22.8% | +14.4% | -37.2% | -26.6% |
| 6M | -18.4% | +47.9% | -66.3% | -29.5% |
| YTD | -16.9% | +22.1% | -38.9% | -23.8% |
| 1Y | -17.6% | +21.8% | -39.4% | -24.5% |
| 3Y | -20.0% | +50.5% | -70.5% | -32.3% |
| 5Y | +16.0% | +49.6% | -33.5% | -2.8% |
| 10Y | -76.7% | +329.3% | -405.9% | -86.2% |
| All | +91.1% | +12,367.0% | -12,275.9% | -49.3% |
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