+12,054.6%
ADP vs PCAR
+12,836.9%
-782.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.6% |
| 7D | +7.4% | +2.2% | +5.2% | +6.7% |
| 30D | +17.1% | -4.4% | +21.5% | +18.6% |
| 3M | +14.4% | -21.4% | +35.9% | +22.7% |
| 6M | +47.9% | -7.3% | +55.2% | +50.2% |
| YTD | +22.1% | -3.8% | +25.9% | +21.8% |
| 1Y | +21.8% | +6.3% | +15.5% | +17.8% |
| 3Y | +50.5% | +34.4% | +16.1% | +33.3% |
| 5Y | +49.6% | +109.2% | -59.7% | +15.2% |
| 10Y | +329.3% | +312.9% | +16.4% | +168.8% |
| All | +12,054.6% | +12,836.9% | -782.3% | +3,005.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling