+109.1%
ADI vs PCAR
+66.6%
+42.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.8% |
| 30D | -3.8% | -6.2% | +2.4% | +0.3% |
| 3M | -15.3% | +5.9% | -21.1% | -18.5% |
| 6M | +6.7% | +0.4% | +6.3% | +6.0% |
| YTD | +34.8% | +14.8% | +19.9% | +23.0% |
| 1Y | +49.0% | +30.1% | +18.9% | +25.3% |
| All | +109.1% | +66.6% | +42.5% | +39.4% |
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 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