+367.2%
PCAR vs ADM
+159.6%
+207.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | +3.8% | -4.3% | -2.0% |
| 30D | -6.2% | +9.8% | -16.0% | -9.7% |
| 3M | +5.9% | +2.1% | +3.8% | +4.6% |
| 6M | +0.4% | +27.5% | -27.1% | -9.6% |
| YTD | +14.8% | +50.2% | -35.4% | -3.3% |
| 1Y | +30.1% | +40.6% | -10.5% | +11.9% |
| 3Y | +66.7% | +17.2% | +49.4% | +50.0% |
| 5Y | +166.1% | +61.9% | +104.2% | +96.1% |
| All | +367.2% | +159.6% | +207.6% | +157.0% |
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