+116.1%
PG vs ADM
+177.9%
-61.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.8% | +2.5% | -3.3% | -1.4% |
| 30D | +0.8% | +9.5% | -8.6% | -1.3% |
| 3M | -1.3% | +10.6% | -11.9% | -3.9% |
| 6M | -3.8% | +24.0% | -27.8% | -9.2% |
| YTD | +3.6% | +54.0% | -50.3% | -7.5% |
| 1Y | -5.7% | +45.3% | -51.0% | -14.8% |
| 3Y | +1.6% | +21.8% | -20.2% | -5.7% |
| 5Y | +14.6% | +66.8% | -52.2% | -7.7% |
| All | +116.1% | +177.9% | -61.7% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling