+22.6%
ADM vs PCOR
-10.3%
+32.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -9.0% | +22.7% | -31.8% | -10.0% |
| 30D | -14.0% | +37.5% | -51.4% | -15.4% |
| 3M | -9.2% | +35.2% | -44.3% | -10.7% |
| 6M | -9.2% | +42.2% | -51.4% | -11.1% |
| YTD | +24.2% | +3.6% | +20.7% | +23.5% |
| 1Y | +27.0% | -4.8% | +31.7% | +26.9% |
| 3Y | +6.6% | +48.3% | -41.7% | +2.7% |
| 5Y | +25.0% | -20.1% | +45.0% | +21.3% |
| All | +22.6% | -10.3% | +32.9% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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