+54.5%
ADI vs PFGC
-10.1%
+64.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +4.6% | -4.8% | +9.3% | +4.9% |
| 30D | -1.2% | -12.5% | +11.4% | -0.4% |
| 3M | -7.8% | -9.7% | +1.9% | -7.7% |
| 6M | +19.3% | +7.0% | +12.3% | +15.9% |
| YTD | +40.9% | +4.5% | +36.4% | +36.2% |
| 1Y | +54.5% | -11.6% | +66.1% | +54.3% |
| All | +54.5% | -10.1% | +64.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling