-59.8%
ADBE vs PPL
+54.3%
-114.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.4% |
| 7D | -4.4% | -1.0% | -3.4% | -4.4% |
| 30D | -0.2% | +3.0% | -3.3% | -0.1% |
| 3M | -9.9% | +1.1% | -11.0% | -9.9% |
| 6M | -3.5% | -0.8% | -2.7% | -3.4% |
| YTD | -32.1% | +3.5% | -35.6% | -32.4% |
| 1Y | -28.7% | -0.9% | -27.8% | -28.8% |
| All | -59.8% | +54.3% | -114.0% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling