+17.0%
PG vs ADM
+29.8%
-12.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +5.7% | -8.3% | +14.0% | +6.0% |
| 30D | +15.4% | -14.1% | +29.5% | +15.9% |
| 3M | +13.8% | -10.7% | +24.5% | +14.1% |
| 6M | +18.3% | -5.9% | +24.2% | +18.1% |
| YTD | +20.1% | +25.8% | -5.6% | +12.6% |
| 1Y | +17.0% | +21.3% | -4.3% | +10.5% |
| All | +17.0% | +29.8% | -12.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling