+620.2%
ADI vs PBF
+260.7%
+359.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.2% | -2.8% |
| 7D | +9.5% | +6.5% | +3.0% | +8.6% |
| 30D | -1.4% | -20.0% | +18.6% | +1.4% |
| 3M | +4.7% | -3.3% | +8.1% | +4.7% |
| 6M | -7.4% | +76.8% | -84.2% | -15.3% |
| YTD | +48.1% | +168.9% | -120.9% | +25.5% |
| 1Y | +69.6% | +96.4% | -26.7% | +50.1% |
| 3Y | +144.4% | +77.2% | +67.2% | +111.0% |
| 5Y | +134.1% | +417.7% | -283.6% | +66.0% |
| All | +620.2% | +260.7% | +359.5% | +395.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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