+3,391.6%
PFE vs ADI
+36,261.1%
-32,869.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -3.7% | -12.8% | +9.1% | -2.1% |
| 30D | +5.0% | -11.3% | +16.3% | +6.4% |
| 3M | +12.2% | -3.4% | +15.5% | +12.3% |
| 6M | +14.6% | -12.0% | +26.6% | +15.6% |
| YTD | +24.1% | +35.3% | -11.1% | +18.2% |
| 1Y | +26.6% | +58.1% | -31.5% | +18.1% |
| 3Y | +14.3% | +127.4% | -113.0% | +0.7% |
| 5Y | -21.9% | +114.6% | -136.5% | -31.4% |
| 10Y | +62.6% | +589.3% | -526.7% | +21.5% |
| All | +3,391.6% | +36,261.1% | -32,869.5% | +1,152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling