+10,436.7%
ADP vs PPG
+2,691.0%
+7,745.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.5% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -1.2% | -7.8% | +6.5% | +1.8% |
| 3M | +17.9% | -2.2% | +20.1% | +18.0% |
| 6M | +20.3% | +4.1% | +16.2% | +16.4% |
| YTD | +5.8% | +9.1% | -3.2% | -0.1% |
| 1Y | -7.7% | +1.0% | -8.7% | -10.3% |
| 3Y | +14.7% | -13.3% | +28.0% | +16.1% |
| 5Y | +45.8% | -19.2% | +65.0% | +48.7% |
| 10Y | +270.5% | +25.9% | +244.6% | +209.8% |
| All | +10,436.7% | +2,691.0% | +7,745.6% | +3,055.8% |
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 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