+260.9%
PM vs ADP
+319.4%
-58.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -7.1% | +0.9% | -8.0% | -7.4% |
| 30D | -2.8% | +11.9% | -14.7% | -6.8% |
| 3M | +6.3% | +13.7% | -7.4% | +1.3% |
| 6M | +9.6% | +46.8% | -37.1% | -5.3% |
| YTD | +25.6% | +21.8% | +3.8% | +15.7% |
| 1Y | +29.7% | +23.5% | +6.1% | +18.8% |
| 3Y | +147.6% | +44.1% | +103.5% | +110.6% |
| 5Y | +160.1% | +49.9% | +110.2% | +112.4% |
| 10Y | +260.9% | +318.8% | -57.9% | +90.2% |
| All | +260.9% | +319.4% | -58.5% | +90.2% |
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