+15,068.3%
PCAR vs ADM
+1,908.9%
+13,159.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| YTD | +14.8% | +50.2% | -35.4% | -2.8% |
| 1Y | +30.1% | +40.6% | -10.5% | +12.3% |
| 3Y | +66.7% | +17.2% | +49.4% | +49.2% |
| 5Y | +166.1% | +61.9% | +104.2% | +105.9% |
| 10Y | +353.7% | +159.3% | +194.4% | +185.1% |
| All | +15,068.3% | +1,908.9% | +13,159.4% | +4,593.1% |
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