+151.2%
ADI vs PCAR
+37.3%
+113.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +2.5% |
| 7D | +0.7% | +2.2% | -1.5% | -0.5% |
| 30D | +0.7% | +0.3% | +0.4% | +0.3% |
| 3M | +6.5% | -17.9% | +24.4% | +20.7% |
| 6M | -2.7% | -3.4% | +0.7% | -1.2% |
| YTD | +52.2% | -0.1% | +52.3% | +51.4% |
| 1Y | +77.5% | +13.4% | +64.0% | +62.8% |
| All | +151.2% | +37.3% | +113.9% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling