+3,391.6%
PFE vs ADP
+12,213.2%
-8,821.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -3.7% | +3.2% | -6.9% | -4.8% |
| 30D | +5.0% | +14.9% | -9.9% | -0.3% |
| 3M | +12.2% | +11.6% | +0.6% | +7.5% |
| 6M | +14.6% | +48.5% | -33.9% | -1.7% |
| YTD | +24.1% | +20.6% | +3.6% | +14.3% |
| 1Y | +26.6% | +23.7% | +2.9% | +15.4% |
| 3Y | +14.3% | +47.8% | -33.5% | -3.4% |
| 5Y | -21.9% | +47.7% | -69.6% | -35.3% |
| 10Y | +62.6% | +324.0% | -261.3% | -13.6% |
| All | +3,391.6% | +12,213.2% | -8,821.6% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling