+48.5%
PFE vs ADI
+652.4%
-604.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -2.1% | +13.4% | -15.5% | -4.4% |
| 30D | +3.1% | -1.3% | +4.4% | +3.0% |
| 3M | +11.2% | +6.8% | +4.4% | +9.2% |
| 6M | +15.0% | -1.9% | +17.0% | +14.1% |
| YTD | +23.5% | +52.3% | -28.7% | +11.5% |
| 1Y | +18.9% | +71.6% | -52.7% | +4.7% |
| 3Y | +18.7% | +148.9% | -130.2% | -5.5% |
| 5Y | -24.0% | +140.8% | -164.8% | -40.3% |
| All | +48.5% | +652.4% | -604.0% | -8.3% |
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 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