+386.6%
PSX vs ADM
+171.4%
+215.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.8% |
| 7D | +1.8% | +1.4% | +0.5% | +1.0% |
| 30D | +21.6% | +8.2% | +13.4% | +16.1% |
| 3M | +46.5% | +8.7% | +37.7% | +39.3% |
| 6M | +62.0% | +29.1% | +32.9% | +38.8% |
| YTD | +106.3% | +53.7% | +52.7% | +58.8% |
| 1Y | +103.0% | +43.2% | +59.7% | +61.9% |
| 3Y | +135.5% | +21.4% | +114.1% | +98.9% |
| 5Y | +368.5% | +67.1% | +301.4% | +199.3% |
| 10Y | +386.6% | +176.6% | +210.0% | +112.2% |
| All | +386.6% | +171.4% | +215.2% | +112.2% |
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 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