+3,449.8%
PFE vs ADI
+40,813.8%
-37,363.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.2% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | +5.2% | +0.7% | +4.5% | +4.9% |
| 3M | +12.2% | +6.5% | +5.8% | +11.0% |
| 6M | +17.8% | -2.7% | +20.5% | +17.2% |
| YTD | +26.2% | +52.2% | -26.0% | +18.4% |
| 1Y | +23.2% | +77.5% | -54.3% | +13.3% |
| 3Y | +21.3% | +148.8% | -127.5% | +5.5% |
| 5Y | -23.1% | +142.9% | -166.0% | -33.6% |
| 10Y | +50.7% | +653.2% | -602.5% | +11.3% |
| All | +3,449.8% | +40,813.8% | -37,363.9% | +1,154.4% |
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