+624.3%
ADI vs PFG
+244.6%
+379.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +2.6% | +3.2% | -0.6% | +0.9% |
| 30D | -4.6% | +0.9% | -5.6% | -5.3% |
| 3M | -9.5% | +7.7% | -17.2% | -13.5% |
| 6M | +14.8% | +29.0% | -14.1% | +0.3% |
| YTD | +35.8% | +32.5% | +3.4% | +16.8% |
| 1Y | +48.9% | +47.3% | +1.6% | +21.4% |
| 3Y | +115.6% | +68.2% | +47.3% | +64.2% |
| 5Y | +135.1% | +108.5% | +26.6% | +60.3% |
| All | +624.3% | +244.6% | +379.7% | +271.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling