+116.1%
PG vs ADP
+286.3%
-170.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -0.8% | -2.8% | +2.0% | +0.1% |
| 30D | +0.8% | +0.2% | +0.6% | +0.7% |
| 3M | -1.3% | +20.5% | -21.8% | -7.2% |
| 6M | -3.8% | +28.8% | -32.6% | -11.9% |
| YTD | +3.6% | +6.6% | -3.0% | +0.8% |
| 1Y | -5.7% | -6.9% | +1.2% | -4.0% |
| 3Y | +1.6% | +16.1% | -14.5% | -5.0% |
| 5Y | +14.6% | +49.3% | -34.7% | -3.5% |
| All | +116.1% | +286.3% | -170.1% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling