+113.1%
ADI vs PFGC
+59.5%
+53.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +1.3% | -4.8% | +6.2% | +3.2% |
| 30D | -6.0% | -17.2% | +11.3% | +0.7% |
| 3M | -7.7% | -6.3% | -1.4% | -6.4% |
| 6M | +14.0% | +8.8% | +5.1% | +7.8% |
| YTD | +34.4% | +4.9% | +29.5% | +27.3% |
| 1Y | +48.0% | -9.5% | +57.5% | +51.2% |
| All | +113.1% | +59.5% | +53.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling