+3,280.0%
PFE vs ADM
+1,908.9%
+1,371.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | +3.8% | -2.0% | +0.8% |
| 30D | +10.2% | +9.8% | +0.5% | +7.5% |
| 3M | +12.7% | +2.1% | +10.5% | +11.7% |
| 6M | +10.5% | +27.5% | -17.0% | +3.2% |
| YTD | +20.2% | +50.2% | -30.1% | +7.5% |
| 1Y | +24.1% | +40.6% | -16.5% | +12.6% |
| 3Y | -3.6% | +17.2% | -20.8% | -10.3% |
| 5Y | -20.9% | +61.9% | -82.8% | -33.4% |
| 10Y | +35.8% | +159.3% | -123.4% | -1.2% |
| All | +3,280.0% | +1,908.9% | +1,371.1% | +1,153.9% |
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