+142.9%
ADI vs PFGC
+129.7%
+13.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +0.7% | +1.5% | -0.8% | +0.2% |
| 30D | +0.7% | +17.4% | -16.7% | -5.7% |
| 3M | +6.5% | -2.4% | +8.9% | +6.9% |
| 6M | -2.7% | +18.2% | -20.9% | -10.2% |
| YTD | +52.2% | +23.7% | +28.5% | +36.2% |
| 1Y | +77.5% | +15.0% | +62.5% | +63.7% |
| 3Y | +148.8% | +82.3% | +66.4% | +87.3% |
| 5Y | +142.9% | +131.9% | +11.0% | +61.6% |
| All | +142.9% | +129.7% | +13.2% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling