+1,182.9%
ADI vs PBF
+289.1%
+893.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | +4.7% | -3.3% | +8.1% | +4.7% |
| 6M | -7.4% | +76.8% | -84.2% | -15.4% |
| YTD | +48.1% | +168.9% | -120.9% | +25.2% |
| 1Y | +69.6% | +96.4% | -26.7% | +49.8% |
| 3Y | +144.4% | +77.2% | +67.2% | +110.9% |
| 5Y | +134.1% | +417.7% | -283.6% | +65.4% |
| 10Y | +632.8% | +264.7% | +368.0% | +365.2% |
| All | +1,182.9% | +289.1% | +893.9% | +657.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling