-4.6%
PEP vs ADP
+50.4%
-55.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +6.7% | +7.4% | -0.7% | +4.7% |
| 30D | +13.5% | +17.1% | -3.5% | +9.2% |
| 3M | +3.9% | +14.4% | -10.5% | +0.4% |
| 6M | -6.0% | +47.9% | -53.9% | -14.2% |
| YTD | +2.5% | +22.1% | -19.6% | -1.5% |
| 1Y | +3.9% | +21.8% | -17.8% | 0.0% |
| All | -4.6% | +50.4% | -55.0% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling