+35.6%
PFE vs ADI
+76.5%
-40.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.9% | +2.6% |
| 7D | +4.6% | -5.1% | +9.7% | +4.6% |
| 30D | +12.3% | -3.1% | +15.4% | +12.4% |
| 3M | +21.2% | +7.1% | +14.0% | +20.7% |
| 6M | +21.1% | +2.9% | +18.2% | +19.7% |
| YTD | +30.0% | +51.1% | -21.1% | +14.9% |
| 1Y | +35.6% | +79.3% | -43.7% | +13.3% |
| All | +35.6% | +76.5% | -40.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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