+49.6%
ADP vs PPL
+56.9%
-7.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +7.4% | +1.0% | +6.3% | +7.1% |
| 30D | +17.1% | +6.8% | +10.2% | +15.0% |
| 3M | +14.4% | +3.9% | +10.6% | +13.2% |
| 6M | +47.9% | -2.0% | +49.9% | +48.7% |
| YTD | +22.1% | +5.3% | +16.8% | +19.0% |
| 1Y | +21.8% | +2.2% | +19.6% | +19.9% |
| All | +49.6% | +56.9% | -7.3% | +30.5% |
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 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