+20,037.3%
ADBE vs PCAR
+12,524.9%
+7,512.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -1.8% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | +2.8% | -4.6% | +7.4% | +5.0% |
| 3M | -8.0% | -22.6% | +14.5% | +3.2% |
| 6M | -4.3% | -12.0% | +7.6% | +0.2% |
| YTD | -31.6% | -6.1% | -25.5% | -31.3% |
| 1Y | -26.9% | +6.3% | -33.2% | -30.9% |
| 3Y | -57.7% | +31.8% | -89.5% | -64.7% |
| 5Y | -63.9% | +104.2% | -168.1% | -75.7% |
| 10Y | +125.3% | +302.9% | -177.6% | +4.7% |
| All | +20,037.3% | +12,524.9% | +7,512.4% | +1,520.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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