+48.2%
ADM vs PCOR
-30.9%
+79.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +0.5% |
| 7D | +3.8% | -9.0% | +12.7% | +4.3% |
| 30D | +9.8% | +4.2% | +5.6% | +9.4% |
| 3M | +2.1% | +14.4% | -12.3% | +1.2% |
| 6M | +27.5% | +0.2% | +27.3% | +26.9% |
| YTD | +50.2% | -20.3% | +70.5% | +51.6% |
| 1Y | +40.6% | -16.1% | +56.7% | +41.1% |
| 3Y | +17.2% | -14.7% | +31.9% | +16.1% |
| 5Y | +61.9% | -43.2% | +105.0% | +59.0% |
| All | +48.2% | -30.9% | +79.2% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling