+139.2%
ADI vs PBF
+69.3%
+69.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.3% |
| 7D | -6.3% | -15.3% | +9.0% | -4.4% |
| 30D | -3.2% | -21.8% | +18.6% | -0.5% |
| 3M | +2.8% | -0.2% | +3.0% | +2.4% |
| 6M | -5.0% | +63.6% | -68.6% | -11.5% |
| YTD | +46.3% | +147.5% | -101.2% | +23.2% |
| 1Y | +71.6% | +69.8% | +1.8% | +55.7% |
| 3Y | +139.2% | +65.3% | +73.9% | +87.2% |
| All | +139.2% | +69.3% | +69.9% | +87.2% |
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 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