+363.8%
PSX vs ADM
+64.4%
+299.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | +27.8% | +11.0% | +16.7% | +22.1% |
| 3M | +42.0% | +6.0% | +36.0% | +38.4% |
| 6M | +58.1% | +26.9% | +31.2% | +42.4% |
| YTD | +105.0% | +50.0% | +55.0% | +71.4% |
| 1Y | +104.9% | +39.6% | +65.3% | +76.1% |
| 3Y | +134.1% | +18.5% | +115.5% | +111.0% |
| 5Y | +363.8% | +62.6% | +301.3% | +229.9% |
| All | +363.8% | +64.4% | +299.4% | +229.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling