+45.0%
ADP vs PNR
-20.5%
+65.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -5.7% | -3.9% | -1.8% | -4.5% |
| 30D | -3.1% | -13.8% | +10.7% | +1.5% |
| 3M | +15.6% | -22.5% | +38.1% | +24.2% |
| 6M | +20.8% | -37.2% | +58.0% | +38.4% |
| YTD | +4.7% | -44.2% | +49.0% | +24.9% |
| 1Y | -8.3% | -46.6% | +38.4% | +11.1% |
| 3Y | +13.6% | -12.5% | +26.1% | +9.9% |
| 5Y | +45.0% | -19.3% | +64.4% | +41.7% |
| All | +45.0% | -20.5% | +65.5% | +41.7% |
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