+284.5%
ADP vs PPL
+54.8%
+229.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | +2.7% | -6.1% | -4.7% |
| 30D | +2.8% | +0.5% | +2.3% | +2.4% |
| 3M | +20.9% | +0.7% | +20.3% | +20.2% |
| 6M | +29.9% | -7.6% | +37.5% | +34.1% |
| YTD | +9.6% | +1.8% | +7.8% | +7.6% |
| 1Y | -5.3% | -0.8% | -4.5% | -6.0% |
| 3Y | +16.5% | +56.9% | -40.4% | -9.8% |
| 5Y | +49.4% | +39.5% | +9.9% | +22.2% |
| All | +284.5% | +54.8% | +229.6% | +184.6% |
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