+232.4%
PM vs ADP
+318.0%
-85.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -5.2% | +3.2% | -8.5% | -6.3% |
| 30D | +2.7% | +14.9% | -12.2% | -2.5% |
| 3M | +6.1% | +11.6% | -5.5% | +1.7% |
| 6M | +18.0% | +48.5% | -30.5% | +1.5% |
| YTD | +26.6% | +20.6% | +6.0% | +17.1% |
| 1Y | +36.7% | +23.7% | +13.0% | +25.1% |
| 3Y | +146.0% | +47.8% | +98.2% | +106.9% |
| 5Y | +164.1% | +47.7% | +116.4% | +116.8% |
| All | +232.4% | +318.0% | -85.6% | +70.0% |
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