+45.7%
ADM vs PNC
+24.9%
+20.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.5% |
| 7D | +3.0% | -0.9% | +3.9% | +3.0% |
| 30D | +8.7% | -4.4% | +13.1% | +8.5% |
| 3M | +7.6% | +5.3% | +2.3% | +7.9% |
| 6M | +26.9% | +19.6% | +7.3% | +27.4% |
| YTD | +54.3% | +19.1% | +35.1% | +53.6% |
| 1Y | +45.7% | +24.3% | +21.3% | +44.0% |
| All | +45.7% | +24.9% | +20.8% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling