+4,692.5%
PG vs ADP
+12,480.3%
-7,787.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +2.7% | +2.2% | +0.5% | +2.0% |
| 30D | +9.2% | +10.6% | -1.4% | +5.9% |
| 3M | +18.5% | +12.9% | +5.6% | +14.0% |
| 6M | +21.1% | +50.6% | -29.6% | +6.3% |
| YTD | +21.9% | +23.2% | -1.3% | +13.0% |
| 1Y | +18.1% | +25.3% | -7.2% | +8.9% |
| 3Y | +20.6% | +47.1% | -26.6% | +5.0% |
| 5Y | +31.8% | +50.1% | -18.3% | +12.5% |
| 10Y | +166.5% | +323.6% | -157.2% | +59.8% |
| All | +4,692.5% | +12,480.3% | -7,787.8% | +726.8% |
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