+133.8%
ADI vs PCAR
+114.3%
+19.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | +9.5% | +4.9% | +4.5% | +6.3% |
| 30D | -1.4% | -1.4% | 0.0% | -0.7% |
| 3M | +4.7% | -18.1% | +22.9% | +18.7% |
| 6M | -7.4% | -4.0% | -3.4% | -5.6% |
| YTD | +48.1% | -1.5% | +49.5% | +48.5% |
| 1Y | +69.6% | +13.2% | +56.5% | +55.8% |
| 3Y | +144.4% | +35.8% | +108.6% | +92.9% |
| All | +133.8% | +114.3% | +19.5% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling