+133.8%
ADI vs PPL
+47.4%
+86.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.1% |
| 7D | +9.5% | -0.4% | +9.8% | +9.5% |
| 30D | -1.4% | +2.6% | -4.0% | -2.3% |
| 3M | +4.7% | +0.8% | +3.9% | +4.3% |
| 6M | -7.4% | +1.4% | -8.8% | -8.3% |
| YTD | +48.1% | +4.3% | +43.8% | +44.4% |
| 1Y | +69.6% | +0.8% | +68.9% | +67.5% |
| 3Y | +144.4% | +57.9% | +86.5% | +91.0% |
| All | +133.8% | +47.4% | +86.4% | +86.4% |
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 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