+125.1%
PM vs ADP
+47.6%
+77.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.0% |
| 7D | -1.3% | -5.5% | +4.2% | -0.1% |
| 30D | -2.6% | -1.2% | -1.3% | -2.3% |
| 3M | +5.8% | +17.9% | -12.1% | +2.1% |
| 6M | +10.6% | +20.3% | -9.8% | +6.1% |
| YTD | +17.2% | +5.8% | +11.3% | +16.2% |
| 1Y | +17.6% | -7.7% | +25.4% | +20.8% |
| 3Y | +124.3% | +14.7% | +109.5% | +116.8% |
| 5Y | +125.1% | +45.8% | +79.3% | +98.2% |
| All | +125.1% | +47.6% | +77.5% | +98.2% |
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 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