+53.2%
ADP vs PCAR
+168.1%
-114.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +2.8% | -6.2% | +9.0% | +4.4% |
| 3M | +20.9% | +5.9% | +15.0% | +18.6% |
| 6M | +29.9% | +0.4% | +29.5% | +28.8% |
| YTD | +9.6% | +14.8% | -5.2% | +3.8% |
| 1Y | -5.3% | +30.1% | -35.4% | -14.2% |
| 3Y | +16.5% | +66.7% | -50.2% | -7.9% |
| All | +53.2% | +168.1% | -114.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling