+606.7%
ADI vs PPL
+54.2%
+552.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.4% | +2.7% | -2.2% | -0.6% |
| 30D | -3.8% | +0.5% | -4.3% | -4.0% |
| 3M | -15.3% | +0.7% | -15.9% | -15.8% |
| 6M | +6.7% | -7.6% | +14.3% | +9.3% |
| YTD | +34.8% | +1.8% | +32.9% | +32.5% |
| 1Y | +49.0% | -0.8% | +49.8% | +47.8% |
| 3Y | +108.1% | +56.9% | +51.2% | +66.0% |
| 5Y | +142.4% | +39.5% | +102.9% | +102.9% |
| All | +606.7% | +54.2% | +552.5% | +434.4% |
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