+67.1%
ADM vs PNC
+51.0%
+16.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +8.2% | -4.4% | +12.6% | +9.6% |
| 3M | +8.7% | +4.5% | +4.2% | +7.0% |
| 6M | +29.1% | +19.1% | +10.0% | +21.6% |
| YTD | +53.7% | +18.0% | +35.6% | +44.4% |
| 1Y | +43.2% | +24.1% | +19.2% | +32.1% |
| 3Y | +21.4% | +130.0% | -108.6% | -12.3% |
| 5Y | +67.1% | +50.4% | +16.7% | +36.1% |
| All | +67.1% | +51.0% | +16.1% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling