+126.6%
ADM vs PFG
+184.0%
-57.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +4.2% | +2.4% | +1.8% | +3.2% |
| 30D | -12.8% | +5.9% | -18.7% | -14.9% |
| 3M | -8.5% | -0.4% | -8.0% | -8.8% |
| 6M | -10.9% | +14.8% | -25.8% | -16.3% |
| YTD | +29.4% | +31.9% | -2.5% | +14.4% |
| 1Y | +27.5% | +38.8% | -11.3% | +10.3% |
| 3Y | +10.3% | +82.4% | -72.1% | -16.6% |
| 5Y | +27.4% | +94.7% | -67.3% | -8.5% |
| All | +126.6% | +184.0% | -57.3% | +27.7% |
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