+573.0%
ADI vs PCAR
+311.5%
+261.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +2.2% |
| 7D | -12.8% | +0.1% | -12.9% | -13.0% |
| 30D | -11.3% | -4.6% | -6.8% | -9.1% |
| 3M | -3.4% | -22.6% | +19.2% | +12.9% |
| 6M | -12.0% | -12.0% | -0.1% | -5.4% |
| YTD | +35.3% | -6.1% | +41.4% | +39.7% |
| 1Y | +58.1% | +6.3% | +51.7% | +50.9% |
| 3Y | +127.4% | +31.8% | +95.6% | +85.7% |
| 5Y | +114.6% | +104.2% | +10.4% | +31.1% |
| All | +573.0% | +311.5% | +261.5% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling