+48.7%
ADP vs PNR
-3.8%
+52.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +10.6% | +31.7% | -21.1% | +1.2% |
| 3M | +12.9% | +2.6% | +10.3% | +11.7% |
| 6M | +50.6% | -6.4% | +57.0% | +52.0% |
| YTD | +23.2% | -33.4% | +56.6% | +38.7% |
| 1Y | +25.3% | -35.1% | +60.3% | +42.2% |
| 3Y | +47.1% | +17.1% | +30.0% | +27.5% |
| All | +48.7% | -3.8% | +52.4% | +42.5% |
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