+19,973.4%
ADBE vs PH
+25,064.5%
-5,091.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.1% |
| 7D | -3.2% | +7.4% | -10.6% | -6.4% |
| 30D | +1.0% | +0.5% | +0.5% | 0.0% |
| 3M | -7.8% | -10.2% | +2.4% | -4.2% |
| 6M | -1.0% | +8.9% | -9.9% | -6.9% |
| YTD | -31.8% | +9.7% | -41.5% | -37.2% |
| 1Y | -29.2% | +12.8% | -42.1% | -35.7% |
| 3Y | -60.1% | +134.6% | -194.6% | -75.0% |
| 5Y | -63.7% | +204.5% | -268.3% | -80.1% |
| 10Y | +130.1% | +697.5% | -567.5% | -27.3% |
| All | +19,973.4% | +25,064.5% | -5,091.1% | +957.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling