+3,973.2%
PG vs ADM
+1,959.0%
+2,014.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.8% | +2.5% | -3.3% | -1.3% |
| 30D | +0.8% | +9.5% | -8.6% | -1.2% |
| 3M | -1.3% | +10.6% | -11.9% | -3.7% |
| 6M | -3.8% | +24.0% | -27.8% | -8.7% |
| YTD | +3.6% | +54.0% | -50.3% | -6.3% |
| 1Y | -5.7% | +45.3% | -51.0% | -13.8% |
| 3Y | +1.6% | +21.8% | -20.2% | -5.5% |
| 5Y | +14.6% | +66.8% | -52.2% | -2.2% |
| 10Y | +121.2% | +177.1% | -55.9% | +65.1% |
| All | +3,973.2% | +1,959.0% | +2,014.2% | +1,473.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling