+37,360.5%
ADI vs PPG
+2,625.9%
+34,734.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.7% |
| 7D | +2.6% | -3.7% | +6.4% | +4.6% |
| 30D | -4.6% | -7.2% | +2.6% | -0.9% |
| 3M | -9.5% | -7.3% | -2.2% | -6.3% |
| 6M | +14.8% | +0.3% | +14.6% | +13.4% |
| YTD | +35.8% | +6.5% | +29.3% | +29.6% |
| 1Y | +48.9% | +0.5% | +48.4% | +46.3% |
| 3Y | +115.6% | -15.3% | +130.8% | +131.3% |
| 5Y | +135.1% | -22.9% | +158.0% | +161.0% |
| 10Y | +636.4% | +28.4% | +608.0% | +513.3% |
| All | +37,360.5% | +2,625.9% | +34,734.6% | +9,504.2% |
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 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