+127.4%
ADI vs PPL
+56.0%
+71.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -12.8% | +0.4% | -13.3% | -12.9% |
| 30D | -11.3% | +5.4% | -16.8% | -11.5% |
| 3M | -3.4% | +4.3% | -7.6% | -3.5% |
| 6M | -12.0% | -1.3% | -10.7% | -11.9% |
| YTD | +35.3% | +4.7% | +30.6% | +34.3% |
| 1Y | +58.1% | +1.3% | +56.8% | +57.7% |
| 3Y | +127.4% | +57.2% | +70.1% | +104.8% |
| All | +127.4% | +56.0% | +71.3% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling