+651.5%
ADI vs PPG
+26.9%
+624.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.4% | +4.6% |
| 7D | +4.6% | -6.2% | +10.8% | +8.7% |
| 30D | -1.2% | -7.9% | +6.8% | +3.9% |
| 3M | -7.8% | -10.2% | +2.4% | -2.2% |
| 6M | +19.3% | +2.7% | +16.7% | +15.5% |
| YTD | +40.9% | +4.9% | +36.0% | +34.1% |
| 1Y | +54.5% | -3.2% | +57.7% | +54.3% |
| 3Y | +123.4% | -17.0% | +140.4% | +143.3% |
| 5Y | +142.3% | -23.3% | +165.6% | +170.6% |
| All | +651.5% | +26.9% | +624.6% | +503.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling