+21.3%
ADM vs PFG
+46.8%
-25.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.1% |
| 7D | -8.3% | +4.9% | -13.2% | -8.5% |
| 30D | -14.1% | +5.7% | -19.8% | -14.4% |
| 3M | -10.7% | +2.6% | -13.3% | -10.7% |
| 6M | -5.9% | +19.8% | -25.7% | -7.2% |
| YTD | +25.8% | +36.3% | -10.5% | +18.8% |
| 1Y | +21.3% | +47.9% | -26.6% | +12.4% |
| All | +21.3% | +46.8% | -25.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling