+76.6%
PEP vs ADP
+269.5%
-192.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +2.0% |
| 7D | +0.1% | -5.5% | +5.6% | +2.3% |
| 30D | +0.7% | -1.2% | +1.9% | +1.1% |
| 3M | -0.5% | +17.9% | -18.4% | -6.9% |
| 6M | -11.3% | +20.3% | -31.6% | -18.1% |
| YTD | -0.6% | +5.8% | -6.4% | -3.8% |
| 1Y | +1.7% | -7.7% | +9.4% | +4.1% |
| 3Y | -12.5% | +14.7% | -27.2% | -19.2% |
| 5Y | +3.9% | +45.8% | -41.9% | -15.6% |
| 10Y | +76.6% | +270.5% | -193.9% | -1.3% |
| All | +76.6% | +269.5% | -192.9% | -1.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling