+319.9%
ADP vs PNR
+99.2%
+220.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +10.6% | +31.7% | -21.1% | -1.9% |
| 3M | +12.9% | +2.6% | +10.3% | +10.9% |
| 6M | +50.6% | -6.4% | +57.0% | +51.9% |
| YTD | +23.2% | -33.4% | +56.6% | +42.3% |
| 1Y | +25.3% | -35.1% | +60.3% | +46.3% |
| 3Y | +47.1% | +17.1% | +30.0% | +25.5% |
| 5Y | +50.1% | -3.5% | +53.6% | +37.5% |
| All | +319.9% | +99.2% | +220.7% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling