+294.0%
PCAR vs ADM
+98.0%
+196.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | +0.1% | -9.0% | +9.1% | +3.6% |
| 30D | -4.6% | -14.0% | +9.4% | +0.8% |
| 3M | -22.6% | -9.2% | -13.4% | -20.2% |
| 6M | -12.0% | -9.2% | -2.8% | -9.6% |
| YTD | -6.1% | +24.2% | -30.3% | -15.4% |
| 1Y | +6.3% | +27.0% | -20.6% | -5.2% |
| 3Y | +31.8% | +6.6% | +25.2% | +21.6% |
| 5Y | +104.2% | +25.0% | +79.2% | +66.7% |
| All | +294.0% | +98.0% | +196.0% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling