+636.4%
ADI vs PEP
+75.7%
+560.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | +2.6% | -1.7% | +4.3% | +3.4% |
| 30D | -4.6% | +0.3% | -4.9% | -4.9% |
| 3M | -9.5% | -3.2% | -6.3% | -8.9% |
| 6M | +14.8% | -13.6% | +28.4% | +22.2% |
| YTD | +35.8% | -1.9% | +37.7% | +34.5% |
| 1Y | +48.9% | -0.6% | +49.5% | +45.6% |
| 3Y | +115.6% | -13.6% | +129.1% | +123.1% |
| 5Y | +135.1% | +3.2% | +131.9% | +113.5% |
| 10Y | +636.4% | +79.1% | +557.4% | +404.5% |
| All | +636.4% | +75.7% | +560.7% | +404.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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