+616.7%
ADI vs PFG
+247.4%
+369.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.4% |
| 7D | +1.3% | -3.0% | +4.3% | +2.8% |
| 30D | -6.0% | +2.5% | -8.4% | -7.3% |
| 3M | -7.7% | +6.1% | -13.8% | -11.0% |
| 6M | +14.0% | +31.3% | -17.3% | -1.3% |
| YTD | +34.4% | +33.6% | +0.8% | +15.2% |
| 1Y | +48.0% | +48.5% | -0.6% | +20.1% |
| 3Y | +113.3% | +69.6% | +43.7% | +61.8% |
| 5Y | +131.1% | +111.5% | +19.6% | +56.5% |
| All | +616.7% | +247.4% | +369.3% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling