+137.1%
ADM vs PFGC
+485.3%
-348.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.1% | +1.5% | -1.4% | -0.1% |
| 30D | -11.8% | +17.4% | -29.2% | -14.3% |
| 3M | -11.3% | -2.4% | -8.9% | -11.2% |
| 6M | -10.0% | +18.2% | -28.2% | -13.0% |
| YTD | +25.9% | +23.7% | +2.2% | +20.3% |
| 1Y | +26.7% | +15.0% | +11.7% | +22.5% |
| 3Y | +8.1% | +82.3% | -74.2% | -4.2% |
| 5Y | +23.5% | +131.9% | -108.4% | +3.1% |
| 10Y | +128.2% | +353.0% | -224.8% | +68.2% |
| All | +137.1% | +485.3% | -348.2% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling