0.0%
PG vs ADM
+21.5%
-21.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -2.7% | +3.0% | -5.7% | -2.9% |
| 30D | -1.5% | +8.7% | -10.2% | -2.2% |
| 3M | -3.4% | +7.6% | -11.0% | -4.0% |
| 6M | -7.0% | +26.9% | -33.9% | -9.2% |
| YTD | +2.0% | +54.3% | -52.3% | -2.7% |
| 1Y | -6.5% | +45.7% | -52.1% | -10.3% |
| All | 0.0% | +21.5% | -21.5% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling