+763.1%
PM vs ADP
+1,189.4%
-426.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.0% |
| 7D | -4.9% | -3.4% | -1.4% | -3.4% |
| 30D | -3.4% | +2.8% | -6.2% | -4.6% |
| 3M | +5.2% | +20.9% | -15.8% | -3.4% |
| 6M | +3.7% | +29.9% | -26.2% | -8.6% |
| YTD | +15.8% | +9.6% | +6.1% | +9.7% |
| 1Y | +17.4% | -5.3% | +22.6% | +18.7% |
| 3Y | +116.9% | +16.5% | +100.5% | +96.5% |
| 5Y | +117.3% | +49.4% | +67.9% | +69.7% |
| 10Y | +193.8% | +282.2% | -88.4% | +34.4% |
| All | +763.1% | +1,189.4% | -426.3% | +94.7% |
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