-20.7%
PFE vs ADP
+49.8%
-70.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.7% |
| 7D | +1.8% | -3.4% | +5.2% | +2.7% |
| 30D | +10.2% | +2.8% | +7.4% | +9.4% |
| 3M | +12.7% | +20.9% | -8.3% | +7.2% |
| 6M | +10.5% | +29.9% | -19.3% | +2.8% |
| YTD | +20.2% | +9.6% | +10.5% | +17.5% |
| 1Y | +24.1% | -5.3% | +29.3% | +26.7% |
| 3Y | -3.6% | +16.5% | -20.0% | -8.0% |
| All | -20.7% | +49.8% | -70.5% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling