+37,168.6%
ADI vs PNR
+3,553.7%
+33,614.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.3% |
| 7D | +2.4% | -3.0% | +5.5% | +3.7% |
| 30D | -6.6% | -14.9% | +8.3% | -0.5% |
| 3M | -9.8% | -19.0% | +9.2% | -3.0% |
| 6M | +15.7% | -35.9% | +51.6% | +36.0% |
| YTD | +35.1% | -43.1% | +78.3% | +66.2% |
| 1Y | +47.7% | -46.4% | +94.1% | +86.1% |
| 3Y | +114.5% | -10.8% | +125.3% | +120.0% |
| 5Y | +141.2% | -18.9% | +160.1% | +153.8% |
| 10Y | +611.3% | +64.4% | +546.9% | +461.5% |
| All | +37,168.6% | +3,553.7% | +33,614.9% | +13,832.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling