+12.8%
PG vs ADP
+45.3%
-32.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.7% | -5.7% | +3.0% | -1.3% |
| 30D | -1.5% | -1.4% | -0.2% | -1.3% |
| 3M | -3.4% | +16.6% | -19.9% | -7.1% |
| 6M | -7.0% | +24.9% | -31.9% | -12.2% |
| YTD | +2.0% | +5.6% | -3.6% | +1.0% |
| 1Y | -6.5% | -6.0% | -0.4% | -4.0% |
| 3Y | +1.2% | +14.5% | -13.3% | -2.8% |
| 5Y | +12.8% | +47.9% | -35.1% | -1.9% |
| All | +12.8% | +45.3% | -32.5% | -1.9% |
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