+49.5%
ADI vs PBF
+165.4%
-115.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | +2.6% | +1.4% | +1.3% | +2.7% |
| 30D | -4.6% | +15.8% | -20.5% | -4.3% |
| 3M | -9.5% | +90.3% | -99.8% | -7.4% |
| 6M | +14.8% | +102.8% | -88.0% | +16.5% |
| YTD | +35.8% | +187.3% | -151.5% | +34.5% |
| All | +49.5% | +165.4% | -115.9% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling