+1,908.9%
ADM vs PNC
+4,099.5%
-2,190.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +3.8% | +1.4% | +2.4% | +3.3% |
| 30D | +9.8% | -3.8% | +13.6% | +11.0% |
| 3M | +2.1% | +9.0% | -6.9% | -0.7% |
| 6M | +27.5% | +16.6% | +10.9% | +21.2% |
| YTD | +50.2% | +20.4% | +29.8% | +41.0% |
| 1Y | +40.6% | +22.3% | +18.3% | +31.0% |
| 3Y | +17.2% | +124.5% | -107.3% | -10.4% |
| 5Y | +61.9% | +54.1% | +7.8% | +36.6% |
| 10Y | +159.3% | +276.3% | -117.0% | +64.6% |
| All | +1,908.9% | +4,099.5% | -2,190.6% | +434.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling