+35.6%
PFE vs ADM
+159.6%
-124.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | +3.8% | -2.0% | +0.7% |
| 30D | +10.2% | +9.8% | +0.5% | +7.4% |
| 3M | +12.7% | +2.1% | +10.5% | +11.7% |
| 6M | +10.5% | +27.5% | -17.0% | +2.6% |
| YTD | +20.2% | +50.2% | -30.1% | +6.4% |
| 1Y | +24.1% | +40.6% | -16.5% | +11.6% |
| 3Y | -3.6% | +17.2% | -20.8% | -10.6% |
| 5Y | -20.9% | +61.9% | -82.8% | -35.9% |
| All | +35.6% | +159.6% | -124.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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