+12,054.6%
ADP vs PPL
+2,170.9%
+9,883.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +7.4% | +1.0% | +6.3% | +7.0% |
| 30D | +17.1% | +6.8% | +10.2% | +14.4% |
| 3M | +14.4% | +3.9% | +10.6% | +12.8% |
| 6M | +47.9% | -2.0% | +49.9% | +48.5% |
| YTD | +22.1% | +5.3% | +16.8% | +19.1% |
| 1Y | +21.8% | +2.2% | +19.6% | +19.9% |
| 3Y | +50.5% | +56.7% | -6.2% | +26.5% |
| 5Y | +49.6% | +49.1% | +0.5% | +27.5% |
| 10Y | +329.3% | +63.6% | +265.6% | +246.7% |
| All | +12,054.6% | +2,170.9% | +9,883.7% | +4,000.0% |
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