+12,876.8%
PCAR vs ADM
+1,585.0%
+11,291.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +2.1% | +0.7% | +1.4% | +1.8% |
| 30D | -1.2% | -14.7% | +13.5% | +4.8% |
| 3M | -18.6% | -10.4% | -8.2% | -15.5% |
| 6M | -5.1% | -10.9% | +5.9% | -1.6% |
| YTD | -1.8% | +26.0% | -27.8% | -11.4% |
| 1Y | +10.6% | +26.5% | -15.8% | -0.5% |
| 3Y | +34.9% | +8.2% | +26.7% | +24.2% |
| 5Y | +114.0% | +24.0% | +90.0% | +82.9% |
| 10Y | +288.4% | +128.4% | +160.0% | +156.4% |
| All | +12,876.8% | +1,585.0% | +11,291.7% | +4,178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling