+874.6%
ADM vs PFG
+1,008.7%
-134.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.8% | +3.0% | -4.8% | -2.8% |
| 30D | -13.3% | +8.2% | -21.4% | -15.5% |
| 3M | -13.4% | +2.7% | -16.0% | -14.4% |
| 6M | -9.6% | +17.2% | -26.8% | -14.5% |
| YTD | +23.0% | +34.8% | -11.7% | +11.0% |
| 1Y | +27.4% | +43.6% | -16.2% | +12.6% |
| 3Y | +5.7% | +85.4% | -79.8% | -15.0% |
| 5Y | +22.1% | +102.2% | -80.1% | -5.7% |
| 10Y | +106.0% | +190.2% | -84.2% | +35.3% |
| All | +874.6% | +1,008.7% | -134.1% | +269.3% |
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