+21,346.7%
ADBE vs PPG
+2,625.9%
+18,720.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.2% |
| 7D | -8.9% | -3.7% | -5.2% | -7.3% |
| 30D | -6.6% | -7.2% | +0.6% | -3.3% |
| 3M | +7.1% | -7.3% | +14.5% | +10.1% |
| 6M | -9.8% | +0.3% | -10.0% | -12.1% |
| YTD | -27.2% | +6.5% | -33.7% | -31.7% |
| 1Y | -28.0% | +0.5% | -28.6% | -30.6% |
| 3Y | -54.5% | -15.3% | -39.2% | -53.2% |
| 5Y | -61.5% | -22.9% | -38.6% | -59.1% |
| 10Y | +156.4% | +28.4% | +128.1% | +95.5% |
| All | +21,346.7% | +2,625.9% | +18,720.8% | +3,358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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