+70.4%
PCAR vs ADM
+17.6%
+52.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | +3.8% | -4.3% | -1.2% |
| 30D | -6.2% | +9.8% | -16.0% | -8.0% |
| 3M | +5.9% | +2.1% | +3.8% | +5.3% |
| 6M | +0.4% | +27.5% | -27.1% | -5.1% |
| YTD | +14.8% | +50.2% | -35.4% | +4.5% |
| 1Y | +30.1% | +40.6% | -10.5% | +19.9% |
| All | +70.4% | +17.6% | +52.8% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling