+1,089.9%
ADM vs PFG
+1,015.3%
+74.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +3.8% | +5.5% | -1.8% | +1.9% |
| 30D | +9.8% | +2.4% | +7.4% | +8.8% |
| 3M | +2.1% | +13.6% | -11.4% | -2.2% |
| 6M | +27.5% | +27.9% | -0.4% | +17.4% |
| YTD | +50.2% | +35.6% | +14.7% | +35.6% |
| 1Y | +40.6% | +48.5% | -7.9% | +23.0% |
| 3Y | +17.2% | +66.9% | -49.6% | -2.4% |
| 5Y | +61.9% | +111.0% | -49.1% | +23.6% |
| 10Y | +159.3% | +244.5% | -85.2% | +62.2% |
| All | +1,089.9% | +1,015.3% | +74.6% | +351.0% |
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 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