+361.6%
PSX vs ADM
+133.7%
+227.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | -0.9% |
| 7D | +7.8% | +4.2% | +3.6% | +5.2% |
| 30D | -10.9% | -12.8% | +1.9% | -3.5% |
| 3M | +14.5% | -8.5% | +23.0% | +20.3% |
| 6M | +56.1% | -10.9% | +67.0% | +66.4% |
| YTD | +109.6% | +29.4% | +80.2% | +77.2% |
| 1Y | +95.5% | +27.5% | +68.0% | +66.7% |
| 3Y | +156.2% | +10.3% | +145.9% | +125.6% |
| 5Y | +310.0% | +27.4% | +282.6% | +208.0% |
| All | +361.6% | +133.7% | +227.9% | +118.6% |
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