-21.5%
PFE vs ADP
+47.3%
-68.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.7% | +3.2% | -6.9% | -4.5% |
| 30D | +5.0% | +14.9% | -9.9% | +1.4% |
| 3M | +12.2% | +11.6% | +0.6% | +9.1% |
| 6M | +14.6% | +48.5% | -33.9% | +3.5% |
| YTD | +24.1% | +20.6% | +3.6% | +18.6% |
| 1Y | +26.6% | +23.7% | +2.9% | +20.0% |
| 3Y | +14.3% | +47.8% | -33.5% | +2.5% |
| All | -21.5% | +47.3% | -68.8% | -29.5% |
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