+79.3%
ADI vs PCAR
+12.4%
+66.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.3% | -5.7% |
| 7D | -5.1% | +3.7% | -8.8% | -7.3% |
| 30D | -3.1% | -2.9% | -0.1% | -1.4% |
| 3M | +7.1% | -21.7% | +28.9% | +26.9% |
| 6M | +2.9% | -6.6% | +9.6% | +6.4% |
| YTD | +51.1% | -2.2% | +53.4% | +51.8% |
| 1Y | +79.3% | +12.2% | +67.1% | +66.4% |
| All | +79.3% | +12.4% | +66.9% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling