+134.1%
PSX vs ADM
+21.2%
+113.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.7% | +2.5% | -0.8% | +0.8% |
| 30D | +15.6% | +9.5% | +6.2% | +12.0% |
| 3M | +46.5% | +10.6% | +35.9% | +41.4% |
| 6M | +55.0% | +24.0% | +31.0% | +44.0% |
| YTD | +105.3% | +54.0% | +51.3% | +77.9% |
| 1Y | +101.6% | +45.3% | +56.3% | +77.5% |
| 3Y | +134.1% | +21.8% | +112.4% | +112.8% |
| All | +134.1% | +21.2% | +113.0% | +112.8% |
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 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