+32.9%
PFE vs ADI
+608.4%
-575.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -2.7% | +2.4% | -5.1% | -3.1% |
| 30D | +3.8% | -6.6% | +10.4% | +5.1% |
| 3M | +10.4% | -9.8% | +20.2% | +11.9% |
| 6M | +6.3% | +15.7% | -9.4% | +1.9% |
| YTD | +17.4% | +35.1% | -17.8% | +8.9% |
| 1Y | +21.1% | +47.7% | -26.6% | +10.1% |
| 3Y | -1.6% | +114.5% | -116.1% | -19.1% |
| 5Y | -22.2% | +141.2% | -163.4% | -38.9% |
| 10Y | +32.9% | +611.3% | -578.4% | -19.8% |
| All | +32.9% | +608.4% | -575.6% | -19.8% |
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