+37,071.2%
ADI vs PEP
+3,172.7%
+33,898.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +0.4% | -1.4% | +1.8% | +0.9% |
| 30D | -3.8% | +0.2% | -4.0% | -3.9% |
| 3M | -15.3% | -1.1% | -14.1% | -15.5% |
| 6M | +6.7% | -13.5% | +20.2% | +10.9% |
| YTD | +34.8% | -1.2% | +36.0% | +33.9% |
| 1Y | +49.0% | -1.6% | +50.6% | +47.8% |
| 3Y | +108.1% | -12.5% | +120.6% | +112.1% |
| 5Y | +142.4% | +3.0% | +139.4% | +133.7% |
| 10Y | +589.9% | +73.9% | +516.0% | +469.5% |
| All | +37,071.2% | +3,172.7% | +33,898.5% | +11,667.6% |
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