+67.1%
ADM vs PNR
-20.5%
+87.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.7% |
| 7D | +1.4% | -3.9% | +5.2% | +2.0% |
| 30D | +8.2% | -13.8% | +22.0% | +10.8% |
| 3M | +8.7% | -22.5% | +31.2% | +12.9% |
| 6M | +29.1% | -37.2% | +66.2% | +39.4% |
| YTD | +53.7% | -44.2% | +97.9% | +70.1% |
| 1Y | +43.2% | -46.6% | +89.9% | +59.9% |
| 3Y | +21.4% | -12.5% | +33.9% | +19.3% |
| 5Y | +67.1% | -19.3% | +86.5% | +66.5% |
| All | +67.1% | -20.5% | +87.6% | +66.5% |
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