+15.3%
ADP vs PNR
-11.4%
+26.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.8% | -2.9% |
| 7D | -5.5% | -3.0% | -2.5% | -4.8% |
| 30D | -1.2% | -14.9% | +13.7% | +2.2% |
| 3M | +17.9% | -19.0% | +36.9% | +22.5% |
| 6M | +20.3% | -35.9% | +56.3% | +31.7% |
| YTD | +5.8% | -43.1% | +49.0% | +19.5% |
| 1Y | -7.7% | -46.4% | +38.7% | +5.9% |
| All | +15.3% | -11.4% | +26.6% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling