+20.5%
ADP vs PNR
-31.2%
+51.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +2.2% |
| 7D | +6.4% | +11.9% | -5.5% | +5.2% |
| 30D | +16.6% | +37.1% | -20.5% | +12.8% |
| 3M | +12.9% | +5.7% | +7.2% | +12.5% |
| 6M | +45.7% | -5.7% | +51.3% | +45.5% |
| YTD | +20.6% | -29.8% | +50.5% | +27.3% |
| 1Y | +20.5% | -31.8% | +52.3% | +29.2% |
| All | +20.5% | -31.2% | +51.7% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling