-3.5%
ADBE vs PH
+11.9%
-15.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.8% |
| 7D | -4.4% | +6.9% | -11.3% | -0.5% |
| 30D | -0.2% | +1.7% | -1.9% | +0.9% |
| 3M | -9.9% | -8.1% | -1.8% | -16.0% |
| 6M | -3.5% | +11.5% | -15.0% | +12.8% |
| All | -3.5% | +11.9% | -15.4% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling