+10,816.5%
ADP vs PNR
+3,652.8%
+7,163.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.4% | -2.4% | -1.1% | -2.8% |
| 30D | +2.8% | -12.8% | +15.6% | +6.7% |
| 3M | +20.9% | -17.0% | +37.9% | +26.5% |
| 6M | +29.9% | -37.4% | +67.3% | +46.2% |
| YTD | +9.6% | -41.6% | +51.3% | +25.6% |
| 1Y | -5.3% | -44.6% | +39.4% | +10.1% |
| 3Y | +16.5% | -12.1% | +28.6% | +16.9% |
| 5Y | +49.4% | -17.4% | +66.8% | +50.5% |
| 10Y | +282.2% | +64.0% | +218.2% | +213.5% |
| All | +10,816.5% | +3,652.8% | +7,163.7% | +4,839.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling