+171.1%
ADM vs PPG
+26.9%
+144.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +2.5% | -6.2% | +8.7% | +4.7% |
| 30D | +9.5% | -7.9% | +17.4% | +12.5% |
| 3M | +10.6% | -10.2% | +20.8% | +14.1% |
| 6M | +24.0% | +2.7% | +21.4% | +20.6% |
| YTD | +54.0% | +4.9% | +49.1% | +47.7% |
| 1Y | +45.3% | -3.2% | +48.5% | +43.4% |
| 3Y | +21.8% | -17.0% | +38.8% | +25.6% |
| 5Y | +66.8% | -23.3% | +90.1% | +73.3% |
| All | +171.1% | +26.9% | +144.2% | +120.4% |
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