+49.6%
PFE vs ADP
+327.9%
-278.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.7% | +1.1% | -5.8% | -5.0% |
| 30D | +3.4% | +11.5% | -8.2% | -0.3% |
| 3M | +9.2% | +12.0% | -2.8% | +5.1% |
| 6M | +15.8% | +43.8% | -28.0% | +2.1% |
| YTD | +23.4% | +20.1% | +3.4% | +15.3% |
| 1Y | +25.8% | +22.3% | +3.5% | +16.7% |
| 3Y | +17.8% | +43.3% | -25.4% | +2.4% |
| 5Y | -20.2% | +47.3% | -67.5% | -32.6% |
| 10Y | +49.6% | +313.7% | -264.1% | -4.4% |
| All | +49.6% | +327.9% | -278.3% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling