-61.2%
ADBE vs PH
+252.1%
-313.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | -10.1% | +0.4% | -10.5% | -10.2% |
| 30D | -3.0% | -10.8% | +7.8% | +0.9% |
| 3M | +5.0% | +8.5% | -3.4% | +0.6% |
| 6M | -9.3% | +3.9% | -13.2% | -12.6% |
| YTD | -26.5% | +9.4% | -35.9% | -31.4% |
| 1Y | -28.3% | +26.8% | -55.1% | -38.0% |
| 3Y | -54.1% | +140.8% | -194.9% | -73.1% |
| 5Y | -61.2% | +253.8% | -315.0% | -82.7% |
| All | -61.2% | +252.1% | -313.3% | -82.7% |
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