+22.1%
ADM vs PFGC
+122.2%
-100.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.8% | +15.0% | -16.9% | -4.0% |
| 30D | -13.3% | +17.0% | -30.2% | -15.4% |
| 3M | -13.4% | -2.5% | -10.9% | -13.1% |
| 6M | -9.6% | +19.2% | -28.8% | -12.5% |
| YTD | +23.0% | +23.4% | -0.4% | +17.8% |
| 1Y | +27.4% | +13.9% | +13.5% | +23.7% |
| 3Y | +5.7% | +82.0% | -76.3% | -6.8% |
| 5Y | +22.1% | +128.7% | -106.6% | +3.4% |
| All | +22.1% | +122.2% | -100.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling