+19.1%
ADM vs PFGC
+65.1%
-46.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +3.8% | -2.2% | +6.0% | +4.0% |
| 30D | +9.8% | -11.9% | +21.7% | +11.4% |
| 3M | +2.1% | +5.0% | -2.9% | +0.8% |
| 6M | +27.5% | +8.6% | +18.9% | +24.9% |
| YTD | +50.2% | +9.7% | +40.5% | +46.4% |
| 1Y | +40.6% | -6.3% | +46.9% | +40.8% |
| All | +19.1% | +65.1% | -46.0% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling