+17.4%
PM vs ADP
-4.5%
+21.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -4.9% | -3.4% | -1.4% | -4.5% |
| 30D | -3.4% | +2.8% | -6.2% | -3.6% |
| 3M | +5.2% | +20.9% | -15.8% | +4.0% |
| 6M | +3.7% | +29.9% | -26.2% | +3.1% |
| YTD | +15.8% | +9.6% | +6.1% | +20.5% |
| 1Y | +17.4% | -5.3% | +22.6% | +23.3% |
| All | +17.4% | -4.5% | +21.9% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling