+620.2%
ADI vs PEP
+92.7%
+527.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.8% |
| 7D | +9.5% | +2.9% | +6.6% | +8.0% |
| 30D | -1.4% | +12.5% | -13.9% | -7.0% |
| 3M | +4.7% | +4.5% | +0.2% | +1.9% |
| 6M | -7.4% | -0.5% | -6.9% | -8.4% |
| YTD | +48.1% | +4.4% | +43.6% | +41.7% |
| 1Y | +69.6% | +4.4% | +65.3% | +62.2% |
| 3Y | +144.4% | -3.4% | +147.8% | +137.0% |
| 5Y | +134.1% | +5.2% | +129.0% | +111.8% |
| All | +620.2% | +92.7% | +527.4% | +379.1% |
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