+24.2%
ADM vs PCOR
-7.7%
+32.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +2.3% |
| 7D | +0.1% | +2.5% | -2.4% | 0.0% |
| 30D | -11.8% | +37.9% | -49.7% | -13.3% |
| 3M | -11.3% | +32.0% | -43.3% | -12.7% |
| 6M | -10.0% | +54.7% | -64.7% | -12.4% |
| YTD | +25.9% | +6.6% | +19.3% | +25.0% |
| 1Y | +26.7% | -1.7% | +28.3% | +26.4% |
| 3Y | +8.1% | +49.0% | -40.8% | +4.1% |
| 5Y | +23.5% | -12.5% | +36.1% | +19.3% |
| All | +24.2% | -7.7% | +32.0% | +20.4% |
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