-63.2%
ADBE vs PH
+213.3%
-276.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -3.8% | +2.1% | -6.0% | -4.6% |
| 30D | -2.3% | +0.3% | -2.6% | -2.8% |
| 3M | -13.3% | -8.8% | -4.5% | -11.0% |
| 6M | -6.5% | +10.0% | -16.5% | -11.7% |
| YTD | -32.4% | +10.5% | -42.9% | -37.5% |
| 1Y | -28.0% | +15.5% | -43.5% | -35.0% |
| 3Y | -60.4% | +136.4% | -196.7% | -76.9% |
| All | -63.2% | +213.3% | -276.5% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling