+114.5%
ADI vs PBF
+62.4%
+52.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.1% |
| 7D | +2.4% | +2.4% | +0.1% | +2.2% |
| 30D | -6.6% | +24.9% | -31.4% | -9.2% |
| 3M | -9.8% | +81.9% | -91.7% | -16.7% |
| 6M | +15.7% | +79.4% | -63.7% | +5.7% |
| YTD | +35.1% | +188.3% | -153.2% | +12.0% |
| 1Y | +47.7% | +177.3% | -129.6% | +21.6% |
| 3Y | +114.5% | +56.0% | +58.5% | +69.4% |
| All | +114.5% | +62.4% | +52.1% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling