+48.9%
ADI vs PEP
+0.7%
+48.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.2% |
| 7D | +2.6% | -1.7% | +4.3% | +2.2% |
| 30D | -4.6% | +0.3% | -4.9% | -4.5% |
| 3M | -9.5% | -3.2% | -6.3% | -9.6% |
| 6M | +14.8% | -13.6% | +28.4% | +13.8% |
| YTD | +35.8% | -1.9% | +37.7% | +39.5% |
| 1Y | +48.9% | -0.6% | +49.5% | +54.4% |
| All | +48.9% | +0.7% | +48.2% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling