+17.8%
ADP vs PCAR
+66.6%
-48.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +2.8% | -6.2% | +9.0% | +3.7% |
| 3M | +20.9% | +5.9% | +15.0% | +19.5% |
| 6M | +29.9% | +0.4% | +29.5% | +29.5% |
| YTD | +9.6% | +14.8% | -5.2% | +5.7% |
| 1Y | -5.3% | +30.1% | -35.4% | -11.5% |
| All | +17.8% | +66.6% | -48.7% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling