+47.9%
ADP vs PPG
-24.6%
+72.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | -5.7% | -5.1% | -0.6% | -4.3% |
| 30D | -1.4% | -9.6% | +8.2% | +1.4% |
| 3M | +16.6% | -6.4% | +23.0% | +18.1% |
| 6M | +24.9% | +0.5% | +24.4% | +22.8% |
| YTD | +5.6% | +4.4% | +1.1% | +1.3% |
| 1Y | -6.0% | -0.9% | -5.1% | -8.1% |
| 3Y | +14.5% | -17.0% | +31.4% | +17.2% |
| 5Y | +47.9% | -23.7% | +71.5% | +54.2% |
| All | +47.9% | -24.6% | +72.5% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling