+3,280.0%
PFE vs ADI
+36,130.1%
-32,850.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.6% |
| 6M | +10.5% | +6.7% | +3.9% | +8.9% |
| YTD | +20.2% | +34.8% | -14.6% | +14.8% |
| 1Y | +24.1% | +49.0% | -25.0% | +16.9% |
| 3Y | -3.6% | +108.1% | -111.6% | -13.9% |
| 5Y | -20.9% | +142.4% | -163.3% | -31.4% |
| 10Y | +35.8% | +589.9% | -554.1% | +1.8% |
| All | +3,280.0% | +36,130.1% | -32,850.2% | +1,116.8% |
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 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