+26.3%
ADM vs PBF
+407.6%
-381.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -9.0% | -13.8% | +4.7% | -7.0% |
| 30D | -14.0% | -19.6% | +5.6% | -11.2% |
| 3M | -9.2% | +10.3% | -19.4% | -11.2% |
| 6M | -9.2% | +63.4% | -72.6% | -17.3% |
| YTD | +24.2% | +152.6% | -128.4% | +3.6% |
| 1Y | +27.0% | +87.4% | -60.4% | +11.0% |
| 3Y | +6.6% | +63.3% | -56.6% | -8.9% |
| All | +26.3% | +407.6% | -381.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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