+28.9%
PM vs ADP
+22.7%
+6.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -7.3% | +1.1% | -8.4% | -7.4% |
| 30D | -4.0% | +11.5% | -15.5% | -5.1% |
| 3M | +2.7% | +12.0% | -9.3% | +1.5% |
| 6M | +14.9% | +43.8% | -28.9% | +13.6% |
| YTD | +23.5% | +20.1% | +3.5% | +29.7% |
| All | +28.9% | +22.7% | +6.2% | +32.9% |
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