+49.6%
PFE vs ADI
+652.5%
-602.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.6% | -9.1% | -2.1% |
| 7D | -4.7% | -4.4% | -0.3% | -4.1% |
| 30D | +3.4% | -2.8% | +6.2% | +3.5% |
| 3M | +9.2% | +1.5% | +7.7% | +8.3% |
| 6M | +15.8% | -4.7% | +20.5% | +15.4% |
| YTD | +23.4% | +46.8% | -23.4% | +12.3% |
| 1Y | +25.8% | +74.9% | -49.1% | +10.4% |
| 3Y | +17.8% | +147.4% | -129.6% | -6.0% |
| 5Y | -20.2% | +131.9% | -152.1% | -36.8% |
| 10Y | +49.6% | +630.6% | -581.0% | -5.0% |
| All | +49.6% | +652.5% | -602.9% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling