+144.4%
ADI vs PCG
-19.3%
+163.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -4.9% | -3.1% |
| 7D | +9.5% | +2.2% | +7.3% | +9.1% |
| 30D | -1.4% | +0.8% | -2.1% | -1.5% |
| 3M | +4.7% | -23.8% | +28.5% | +9.4% |
| 6M | -7.4% | -19.6% | +12.2% | -4.7% |
| YTD | +48.1% | -16.7% | +64.8% | +51.2% |
| 1Y | +69.6% | -19.4% | +89.0% | +74.6% |
| 3Y | +144.4% | -18.3% | +162.7% | +138.3% |
| All | +144.4% | -19.3% | +163.6% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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