+13.4%
PG vs ADI
+140.0%
-126.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.2% | +1.3% |
| 7D | -0.8% | +4.6% | -5.4% | -1.1% |
| 30D | +0.8% | -1.2% | +2.0% | +0.9% |
| 3M | -1.3% | -7.8% | +6.5% | -1.0% |
| 6M | -3.8% | +19.3% | -23.2% | -5.8% |
| YTD | +3.6% | +40.9% | -37.3% | +0.2% |
| 1Y | -5.7% | +54.5% | -60.2% | -9.7% |
| 3Y | +1.6% | +123.4% | -121.8% | -8.6% |
| All | +13.4% | +140.0% | -126.6% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling