+120.0%
ADBE vs PPL
+62.1%
+57.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | -2.0% | +4.2% | -6.3% | -3.2% |
| 3M | -10.5% | +1.5% | -12.0% | -11.0% |
| 6M | -6.2% | +1.0% | -7.3% | -6.8% |
| YTD | -32.2% | +4.4% | -36.6% | -33.6% |
| 1Y | -27.4% | +0.8% | -28.2% | -28.2% |
| 3Y | -58.9% | +56.5% | -115.4% | -65.1% |
| 5Y | -64.5% | +47.7% | -112.1% | -69.2% |
| 10Y | +120.0% | +64.4% | +55.6% | +83.0% |
| All | +120.0% | +62.1% | +57.9% | +83.0% |
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