+162.6%
PM vs ADP
+49.5%
+113.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +0.5% | +2.2% | -1.6% | +0.1% |
| 30D | -3.2% | +10.6% | -13.8% | -5.4% |
| 3M | +6.2% | +12.9% | -6.7% | +3.3% |
| 6M | +7.7% | +50.6% | -43.0% | -1.6% |
| YTD | +27.3% | +23.2% | +4.1% | +22.0% |
| 1Y | +32.8% | +25.3% | +7.5% | +26.7% |
| 3Y | +150.0% | +47.1% | +102.9% | +128.5% |
| All | +162.6% | +49.5% | +113.1% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling