+7.4%
ADM vs PCOR
+44.3%
-36.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -7.5% | +23.7% | -31.2% | -8.6% |
| 30D | -14.3% | +39.0% | -53.3% | -15.8% |
| 3M | -8.6% | +35.8% | -44.3% | -10.3% |
| 6M | -9.9% | +38.2% | -48.1% | -11.7% |
| YTD | +25.1% | +3.9% | +21.2% | +25.3% |
| 1Y | +28.8% | +5.7% | +23.2% | +28.7% |
| All | +7.4% | +44.3% | -36.9% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling