+176.6%
ADM vs PFGC
+287.3%
-110.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +1.4% | -3.7% | +5.1% | +2.0% |
| 30D | +8.2% | -16.0% | +24.2% | +11.3% |
| 3M | +8.7% | -4.1% | +12.9% | +9.2% |
| 6M | +29.1% | +8.7% | +20.4% | +26.6% |
| YTD | +53.7% | +6.4% | +47.3% | +50.9% |
| 1Y | +43.2% | -8.4% | +51.6% | +44.2% |
| 3Y | +21.4% | +61.8% | -40.3% | +9.9% |
| 5Y | +67.1% | +108.7% | -41.6% | +42.2% |
| 10Y | +176.6% | +298.1% | -121.5% | +121.0% |
| All | +176.6% | +287.3% | -110.7% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling