+3.2%
PEP vs ADP
+23.8%
-20.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +1.1% | +0.9% | +0.1% | +0.9% |
| 30D | +13.6% | +11.9% | +1.7% | +11.9% |
| 3M | +5.1% | +13.7% | -8.6% | +3.2% |
| 6M | -1.6% | +46.8% | -48.4% | -3.6% |
| YTD | +3.3% | +21.8% | -18.4% | -3.2% |
| 1Y | +3.2% | +23.5% | -20.3% | -2.8% |
| All | +3.2% | +23.8% | -20.6% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling