+319.9%
ADP vs PPG
+53.9%
+266.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.2% | +0.7% | +1.4% | +1.8% |
| 30D | +10.6% | +17.6% | -7.0% | +3.3% |
| 3M | +12.9% | +7.5% | +5.5% | +9.3% |
| 6M | +50.6% | +17.6% | +33.0% | +39.1% |
| YTD | +23.2% | +22.6% | +0.6% | +9.4% |
| 1Y | +25.3% | +28.0% | -2.7% | +9.0% |
| 3Y | +47.1% | +1.8% | +45.3% | +39.0% |
| 5Y | +50.1% | -15.5% | +65.5% | +51.7% |
| All | +319.9% | +53.9% | +266.0% | +200.3% |
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