+171.1%
ADM vs PNC
+279.5%
-108.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +2.5% | -0.6% | +3.0% | +2.7% |
| 30D | +9.5% | -4.4% | +13.8% | +11.4% |
| 3M | +10.6% | +5.2% | +5.4% | +8.1% |
| 6M | +24.0% | +20.6% | +3.4% | +14.1% |
| YTD | +54.0% | +19.8% | +34.2% | +41.3% |
| 1Y | +45.3% | +24.4% | +20.9% | +30.9% |
| 3Y | +21.8% | +131.2% | -109.5% | -18.4% |
| 5Y | +66.8% | +53.1% | +13.7% | +31.0% |
| All | +171.1% | +279.5% | -108.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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