-2.5%
PFE vs ADP
+16.9%
-19.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.9% |
| 7D | +1.8% | -3.4% | +5.2% | +2.4% |
| 30D | +10.2% | +2.8% | +7.4% | +9.6% |
| 3M | +12.7% | +20.9% | -8.3% | +8.7% |
| 6M | +10.5% | +29.9% | -19.3% | +5.0% |
| YTD | +20.2% | +9.6% | +10.5% | +19.3% |
| 1Y | +24.1% | -5.3% | +29.3% | +27.9% |
| All | -2.5% | +16.9% | -19.4% | -3.8% |
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 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