+152.5%
ADBE vs PPL
+55.2%
+97.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | -10.1% | +1.8% | -11.8% | -10.5% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | +5.0% | 0.0% | +5.0% | +4.8% |
| 6M | -9.3% | -7.6% | -1.7% | -7.7% |
| YTD | -26.5% | +1.7% | -28.2% | -27.5% |
| 1Y | -28.3% | +1.5% | -29.8% | -29.2% |
| 3Y | -54.1% | +55.3% | -109.3% | -61.0% |
| 5Y | -61.2% | +37.7% | -98.9% | -65.8% |
| 10Y | +152.5% | +54.0% | +98.5% | +116.6% |
| All | +152.5% | +55.2% | +97.3% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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