I have found that you can get odd effects if any of a PIC's pins, especially ones that are physically close to the ADC input in question, are outside the power supply voltage range.
The data sheet says that the allowed input voltage range for a digital input is -0.3 V to Vcc+0.3 V. That won't damage the PIC, and its logic will work OK with inputs that are above the power supply by less than 0.3 V or below ground by less than 0.3 V. However, I have found that you can get leakage currents to nearby pins unless you keep the voltages between 0 V and Vcc.