+234.7%
PM vs ADP
+327.9%
-93.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -7.3% | +1.1% | -8.4% | -7.7% |
| 30D | -4.0% | +11.5% | -15.5% | -7.9% |
| 3M | +2.7% | +12.0% | -9.3% | -1.6% |
| 6M | +14.9% | +43.8% | -28.9% | 0.0% |
| YTD | +23.5% | +20.1% | +3.5% | +14.4% |
| 1Y | +30.4% | +22.3% | +8.1% | +19.8% |
| 3Y | +143.2% | +43.3% | +99.9% | +107.3% |
| 5Y | +159.5% | +47.3% | +112.1% | +113.2% |
| 10Y | +234.7% | +313.7% | -79.1% | +74.8% |
| All | +234.7% | +327.9% | -93.2% | +74.8% |
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 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