+37,205.6%
ADI vs PEP
+3,260.9%
+33,944.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -12.8% | +2.9% | -15.8% | -13.7% |
| 30D | -11.3% | +14.2% | -25.6% | -15.3% |
| 3M | -3.4% | +3.2% | -6.5% | -4.8% |
| 6M | -12.0% | -7.4% | -4.6% | -10.8% |
| YTD | +35.3% | +1.5% | +33.8% | +32.7% |
| 1Y | +58.1% | +3.9% | +54.2% | +53.8% |
| 3Y | +127.4% | -5.5% | +132.9% | +125.2% |
| 5Y | +114.6% | +0.1% | +114.5% | +108.1% |
| 10Y | +589.3% | +82.1% | +507.3% | +458.8% |
| All | +37,205.6% | +3,260.9% | +33,944.7% | +11,563.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling