+117.6%
PCAR vs ADM
+23.3%
+94.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +0.3% | -11.8% | +12.1% | +3.4% |
| 3M | -17.9% | -11.3% | -6.6% | -15.6% |
| 6M | -3.4% | -10.0% | +6.6% | -1.3% |
| YTD | -0.1% | +25.9% | -26.0% | -7.4% |
| 1Y | +13.4% | +26.7% | -13.2% | +4.9% |
| 3Y | +37.2% | +8.1% | +29.1% | +28.7% |
| All | +117.6% | +23.3% | +94.3% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling