+142.9%
ADI vs PFG
+99.5%
+43.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.6% |
| 7D | +0.7% | -2.2% | +2.9% | +2.2% |
| 30D | +0.7% | +6.4% | -5.7% | -2.5% |
| 3M | +6.5% | +2.2% | +4.3% | +4.9% |
| 6M | -2.7% | +16.3% | -18.9% | -12.0% |
| YTD | +52.2% | +33.2% | +18.9% | +26.4% |
| 1Y | +77.5% | +40.6% | +36.8% | +42.7% |
| 3Y | +148.8% | +83.3% | +65.4% | +69.7% |
| 5Y | +142.9% | +97.7% | +45.1% | +56.9% |
| All | +142.9% | +99.5% | +43.4% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling