+9.7%
PCAR vs ADM
+25.0%
-15.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +3.8% | -1.8% | +5.7% | +4.1% |
| 30D | -2.0% | -13.3% | +11.3% | -0.2% |
| 3M | -19.1% | -13.4% | -5.7% | -17.6% |
| 6M | -6.8% | -9.6% | +2.8% | -5.8% |
| YTD | -2.5% | +23.0% | -25.5% | -9.6% |
| 1Y | +9.7% | +27.4% | -17.7% | +0.7% |
| All | +9.7% | +25.0% | -15.3% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling