+151.2%
ADI vs PFGC
+82.7%
+68.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +0.7% | +1.5% | -0.8% | +0.3% |
| 30D | +0.7% | +17.4% | -16.7% | -4.9% |
| 3M | +6.5% | -2.4% | +8.9% | +7.5% |
| 6M | -2.7% | +18.2% | -20.9% | -10.0% |
| YTD | +52.2% | +23.7% | +28.5% | +35.6% |
| 1Y | +77.5% | +15.0% | +62.5% | +64.2% |
| All | +151.2% | +82.7% | +68.5% | +82.3% |
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 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