+316.8%
ADP vs PCAR
+296.2%
+20.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.3% |
| 7D | +3.2% | +0.1% | +3.2% | +3.2% |
| 30D | +14.9% | -4.6% | +19.5% | +17.0% |
| 3M | +11.6% | -22.6% | +34.2% | +23.1% |
| 6M | +48.5% | -12.0% | +60.4% | +54.4% |
| YTD | +20.6% | -6.1% | +26.7% | +20.7% |
| 1Y | +23.7% | +6.3% | +17.4% | +17.1% |
| 3Y | +47.8% | +31.8% | +16.0% | +21.4% |
| 5Y | +47.7% | +104.2% | -56.5% | -4.8% |
| All | +316.8% | +296.2% | +20.6% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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