-2.5%
PFE vs ADI
+109.2%
-111.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.5% |
| 7D | +1.8% | +0.4% | +1.3% | +1.7% |
| 30D | +10.2% | -3.8% | +14.0% | +10.7% |
| 3M | +12.7% | -15.3% | +27.9% | +14.8% |
| 6M | +10.5% | +6.7% | +3.9% | +7.9% |
| YTD | +20.2% | +34.8% | -14.6% | +12.4% |
| 1Y | +24.1% | +49.0% | -25.0% | +13.9% |
| All | -2.5% | +109.2% | -111.7% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling