By using the dividend-adjusted prices you are potentially calculating in a dividend distribution profit which you may not be actually getting (for the stocks you purchased on the ex-dividend date).

So, this is what you should ideally do:

- DO adjust for splits
- DO adjust for special dividends (sometimes special dividends are used for settling spin-offs etc... and this can create large gaps in price similar to a split)
- DON'T adjust for regular dividends
- DO account for regular dividends in your trade profit calculations. If you held a position in the stock before the ex-div date, the loss in share price from the dividend distribution will be returned to you as a dividend). However, if you buy the stock on the ex-dividend date, you will not be getting the dividend but the share price will obviously affect you by the dividend amount... this could be your difference that you saw (though 25% seems quite large).

Three easy ways out:
(1) use split-adjusted data only... yielding you a somewhat pessimistic result
(2) just don't trade on ex-dividend dates
(3) close your trades before the day is over