+47.1%
ADP vs PPG
+2.6%
+44.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.2% | +0.7% | +1.4% | +2.0% |
| 30D | +10.6% | +17.6% | -7.0% | +7.9% |
| 3M | +12.9% | +7.5% | +5.5% | +11.6% |
| 6M | +50.6% | +17.6% | +33.0% | +46.3% |
| YTD | +23.2% | +22.6% | +0.6% | +16.2% |
| 1Y | +25.3% | +28.0% | -2.7% | +16.6% |
| 3Y | +47.1% | +1.8% | +45.3% | +38.8% |
| All | +47.1% | +2.6% | +44.5% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling