+114.3%
ADI vs PPL
+47.9%
+66.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -12.8% | +0.4% | -13.3% | -13.0% |
| 30D | -11.3% | +5.4% | -16.8% | -12.8% |
| 3M | -3.4% | +4.3% | -7.6% | -4.7% |
| 6M | -12.0% | -1.3% | -10.7% | -12.0% |
| YTD | +35.3% | +4.7% | +30.6% | +31.8% |
| 1Y | +58.1% | +1.3% | +56.8% | +55.9% |
| 3Y | +127.4% | +57.2% | +70.1% | +78.4% |
| All | +114.3% | +47.9% | +66.4% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling