-23.1%
PFE vs ADP
+49.7%
-72.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -3.0% | +0.9% | -3.9% | -3.2% |
| 30D | +5.2% | +11.9% | -6.7% | +2.3% |
| 3M | +12.2% | +13.7% | -1.5% | +8.6% |
| 6M | +17.8% | +46.8% | -29.0% | +6.7% |
| YTD | +26.2% | +21.8% | +4.4% | +20.2% |
| 1Y | +23.2% | +23.5% | -0.4% | +16.8% |
| 3Y | +21.3% | +44.1% | -22.8% | +9.6% |
| 5Y | -23.1% | +49.9% | -73.0% | -32.0% |
| All | -23.1% | +49.7% | -72.8% | -32.0% |
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