+10,816.5%
ADP vs PCAR
+15,337.6%
-4,521.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +20.9% | +5.9% | +15.0% | +18.3% |
| 6M | +29.9% | +0.4% | +29.5% | +28.4% |
| YTD | +9.6% | +14.8% | -5.2% | +3.9% |
| 1Y | -5.3% | +30.1% | -35.4% | -13.7% |
| 3Y | +16.5% | +66.7% | -50.2% | -3.2% |
| 5Y | +49.4% | +166.1% | -116.7% | +7.1% |
| 10Y | +282.2% | +353.7% | -71.5% | +132.5% |
| All | +10,816.5% | +15,337.6% | -4,521.1% | +2,549.6% |
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 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