+131.7%
ADM vs PFGC
+484.2%
-352.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.8% | +15.0% | -16.9% | -4.3% |
| 30D | -13.3% | +17.0% | -30.2% | -15.6% |
| 3M | -13.4% | -2.5% | -10.9% | -13.3% |
| 6M | -9.6% | +19.2% | -28.8% | -12.7% |
| YTD | +23.0% | +23.4% | -0.4% | +17.6% |
| 1Y | +27.4% | +13.9% | +13.5% | +23.4% |
| 3Y | +5.7% | +82.0% | -76.3% | -6.4% |
| 5Y | +22.1% | +128.7% | -106.6% | +2.1% |
| 10Y | +106.0% | +361.5% | -255.6% | +51.2% |
| All | +131.7% | +484.2% | -352.6% | +60.1% |
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