-63.4%
ADBE vs PPL
+47.4%
-110.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -3.8% | 0.0% | -3.9% | -3.8% |
| 30D | -2.3% | +4.3% | -6.6% | -3.3% |
| 3M | -13.3% | +2.9% | -16.2% | -14.0% |
| 6M | -6.5% | +1.1% | -7.6% | -7.0% |
| YTD | -32.4% | +4.5% | -36.8% | -33.9% |
| 1Y | -28.0% | +0.1% | -28.1% | -28.6% |
| 3Y | -60.4% | +55.7% | -116.1% | -67.9% |
| 5Y | -63.4% | +47.6% | -111.0% | -69.0% |
| All | -63.4% | +47.4% | -110.8% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling