+3,391.6%
PFE vs ADM
+1,561.3%
+1,830.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.7% | -9.0% | +5.3% | -1.4% |
| 30D | +5.0% | -14.0% | +18.9% | +8.9% |
| 3M | +12.2% | -9.2% | +21.3% | +14.6% |
| 6M | +14.6% | -9.2% | +23.7% | +16.6% |
| YTD | +24.1% | +24.2% | -0.1% | +16.3% |
| 1Y | +26.6% | +27.0% | -0.4% | +17.9% |
| 3Y | +14.3% | +6.6% | +7.7% | +8.6% |
| 5Y | -21.9% | +25.0% | -46.9% | -29.8% |
| 10Y | +62.6% | +100.2% | -37.6% | +26.1% |
| All | +3,391.6% | +1,561.3% | +1,830.3% | +1,256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling