+48.7%
ADP vs PCAR
+114.3%
-65.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | +4.9% | -2.8% | +0.9% |
| 30D | +10.6% | -1.4% | +12.0% | +10.9% |
| 3M | +12.9% | -18.1% | +31.1% | +18.7% |
| 6M | +50.6% | -4.0% | +54.6% | +51.0% |
| YTD | +23.2% | -1.5% | +24.6% | +21.2% |
| 1Y | +25.3% | +13.2% | +12.1% | +17.5% |
| 3Y | +47.1% | +35.8% | +11.3% | +23.2% |
| All | +48.7% | +114.3% | -65.6% | -3.3% |
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