+41,876.5%
ADI vs PPL
+2,131.8%
+39,744.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | +0.7% | -1.0% | +1.7% | +1.0% |
| 30D | +0.7% | +3.0% | -2.3% | -0.5% |
| 3M | +6.5% | +1.1% | +5.4% | +5.8% |
| 6M | -2.7% | -0.8% | -1.9% | -3.0% |
| YTD | +52.2% | +3.5% | +48.7% | +49.0% |
| 1Y | +77.5% | -0.9% | +78.4% | +76.2% |
| 3Y | +148.8% | +54.2% | +94.6% | +109.1% |
| 5Y | +142.9% | +46.3% | +96.6% | +107.2% |
| 10Y | +653.2% | +65.0% | +588.2% | +498.5% |
| All | +41,876.5% | +2,131.8% | +39,744.7% | +11,741.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling