+1,908.9%
ADM vs PNR
+3,652.8%
-1,744.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.8% | -2.4% | +6.1% | +4.4% |
| 30D | +9.8% | -12.8% | +22.5% | +13.7% |
| 3M | +2.1% | -17.0% | +19.1% | +6.4% |
| 6M | +27.5% | -37.4% | +64.9% | +42.8% |
| YTD | +50.2% | -41.6% | +91.8% | +71.1% |
| 1Y | +40.6% | -44.6% | +85.2% | +62.3% |
| 3Y | +17.2% | -12.1% | +29.4% | +16.6% |
| 5Y | +61.9% | -17.4% | +79.3% | +60.5% |
| 10Y | +159.3% | +64.0% | +95.3% | +105.6% |
| All | +1,908.9% | +3,652.8% | -1,744.0% | +870.4% |
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