+884.0%
ADM vs PFG
+960.1%
-76.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 6M | -9.2% | +10.9% | -20.1% | -12.6% |
| YTD | +24.2% | +28.8% | -4.6% | +13.7% |
| 1Y | +27.0% | +39.2% | -12.2% | +13.3% |
| 3Y | +6.6% | +75.0% | -68.4% | -12.7% |
| 5Y | +25.0% | +91.9% | -67.0% | -1.8% |
| 10Y | +100.2% | +202.3% | -102.1% | +30.1% |
| All | +884.0% | +960.1% | -76.1% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling