+3,280.3%
PEP vs ADP
+12,367.0%
-9,086.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +6.7% | +7.4% | -0.7% | +4.2% |
| 30D | +13.5% | +17.1% | -3.5% | +7.8% |
| 3M | +3.9% | +14.4% | -10.5% | -0.7% |
| 6M | -6.0% | +47.9% | -53.9% | -17.7% |
| YTD | +2.5% | +22.1% | -19.6% | -5.2% |
| 1Y | +3.9% | +21.8% | -17.8% | -3.8% |
| 3Y | -4.7% | +50.5% | -55.1% | -18.3% |
| 5Y | +1.1% | +49.6% | -48.5% | -14.4% |
| 10Y | +83.8% | +329.3% | -245.4% | +8.2% |
| All | +3,280.3% | +12,367.0% | -9,086.8% | +407.1% |
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