+148.0%
ADBE vs PH
+804.8%
-656.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | -12.9% | -3.1% | -9.8% | -11.9% |
| 30D | -5.6% | -11.8% | +6.1% | -1.3% |
| 3M | +6.6% | +6.9% | -0.3% | +2.8% |
| 6M | -9.6% | -1.3% | -8.3% | -10.9% |
| YTD | -28.9% | +7.0% | -35.9% | -32.7% |
| 1Y | -28.9% | +23.1% | -52.0% | -36.9% |
| 3Y | -55.6% | +135.4% | -191.0% | -71.0% |
| 5Y | -62.2% | +250.3% | -312.6% | -79.4% |
| All | +148.0% | +804.8% | -656.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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