+636.2%
ADI vs PPL
+65.3%
+570.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -6.3% | 0.0% | -6.3% | -6.4% |
| 30D | -3.2% | +4.3% | -7.5% | -4.9% |
| 3M | +2.8% | +2.9% | -0.2% | +1.4% |
| 6M | -5.0% | +1.1% | -6.1% | -6.1% |
| YTD | +46.3% | +4.5% | +41.9% | +42.2% |
| 1Y | +71.6% | +0.1% | +71.5% | +69.6% |
| 3Y | +139.2% | +55.7% | +83.5% | +91.7% |
| 5Y | +136.4% | +47.6% | +88.8% | +93.0% |
| 10Y | +636.2% | +66.8% | +569.4% | +436.1% |
| All | +636.2% | +65.3% | +570.9% | +436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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