+113.1%
ADI vs PNR
-14.2%
+127.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.4% |
| 7D | +1.3% | -5.5% | +6.8% | +4.1% |
| 30D | -6.0% | -15.6% | +9.6% | +2.0% |
| 3M | -7.7% | -20.2% | +12.5% | +1.4% |
| 6M | +14.0% | -36.6% | +50.6% | +42.5% |
| YTD | +34.4% | -45.0% | +79.4% | +81.8% |
| 1Y | +48.0% | -47.4% | +95.4% | +106.0% |
| All | +113.1% | -14.2% | +127.3% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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