+162.4%
ADM vs PFG
+239.4%
-77.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -0.1% | +6.0% | -6.1% | -2.5% |
| 30D | +11.0% | +2.2% | +8.8% | +9.8% |
| 3M | +6.0% | +10.4% | -4.4% | +1.6% |
| 6M | +26.9% | +27.8% | -0.9% | +14.4% |
| YTD | +50.0% | +33.6% | +16.4% | +32.4% |
| 1Y | +39.6% | +49.3% | -9.7% | +17.4% |
| 3Y | +18.5% | +69.7% | -51.2% | -7.3% |
| 5Y | +62.6% | +111.3% | -48.8% | +13.3% |
| 10Y | +162.4% | +240.3% | -77.9% | +36.1% |
| All | +162.4% | +239.4% | -77.0% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling