+26.3%
ADM vs PFG
+91.4%
-65.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | -9.0% | -0.6% | -8.4% | -8.9% |
| 30D | -14.0% | +2.0% | -16.0% | -14.6% |
| 3M | -9.2% | -3.2% | -6.0% | -8.5% |
| 6M | -9.2% | +10.9% | -20.1% | -12.8% |
| YTD | +24.2% | +28.8% | -4.6% | +12.5% |
| 1Y | +27.0% | +39.2% | -12.2% | +11.8% |
| 3Y | +6.6% | +75.0% | -68.4% | -16.3% |
| All | +26.3% | +91.4% | -65.1% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling