+835.7%
PM vs ADP
+1,317.9%
-482.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -5.2% | +3.2% | -8.5% | -6.6% |
| 30D | +2.7% | +14.9% | -12.2% | -3.5% |
| 3M | +5.2% | +11.6% | -6.4% | 0.0% |
| 6M | +17.0% | +48.5% | -31.5% | -2.4% |
| YTD | +25.5% | +20.6% | +4.9% | +13.8% |
| 1Y | +35.5% | +23.7% | +11.8% | +21.5% |
| 3Y | +143.9% | +47.8% | +96.1% | +98.4% |
| 5Y | +161.8% | +47.7% | +114.1% | +106.8% |
| 10Y | +235.9% | +324.0% | -88.0% | +46.5% |
| All | +835.7% | +1,317.9% | -482.2% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling