+138.3%
ADI vs PNR
-21.7%
+160.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.1% | +5.0% |
| 7D | +4.6% | -6.0% | +10.6% | +8.1% |
| 30D | -1.2% | -14.0% | +12.8% | +6.9% |
| 3M | -7.8% | -21.7% | +13.9% | +3.4% |
| 6M | +19.3% | -37.3% | +56.6% | +51.8% |
| YTD | +40.9% | -45.1% | +86.0% | +93.1% |
| 1Y | +54.5% | -49.1% | +103.6% | +121.9% |
| 3Y | +123.4% | -14.8% | +138.3% | +130.8% |
| All | +138.3% | -21.7% | +160.0% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling