+41,876.5%
ADI vs PEP
+3,322.7%
+38,553.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | +0.7% | +13.6% | -12.9% | -3.6% |
| 3M | +6.5% | +5.1% | +1.4% | +4.3% |
| 6M | -2.7% | -1.6% | -1.1% | -3.2% |
| YTD | +52.2% | +3.3% | +48.8% | +48.5% |
| 1Y | +77.5% | +3.2% | +74.2% | +73.1% |
| 3Y | +148.8% | -3.9% | +152.7% | +145.1% |
| 5Y | +142.9% | +4.0% | +138.8% | +132.7% |
| 10Y | +653.2% | +90.1% | +563.1% | +503.1% |
| All | +41,876.5% | +3,322.7% | +38,553.7% | +12,950.0% |
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