+22,327.1%
ADBE vs PH
+25,185.5%
-2,858.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -8.6% | -3.1% | -5.5% | -7.3% |
| 30D | +2.8% | -3.2% | +6.0% | +3.9% |
| 3M | +3.1% | +10.6% | -7.5% | -2.7% |
| 6M | -2.4% | -2.1% | -0.3% | -3.9% |
| YTD | -23.9% | +10.2% | -34.0% | -29.3% |
| 1Y | -22.6% | +28.2% | -50.8% | -33.4% |
| 3Y | -52.7% | +134.9% | -187.6% | -70.2% |
| 5Y | -60.0% | +253.6% | -313.7% | -79.4% |
| 10Y | +157.3% | +804.7% | -647.4% | -23.1% |
| All | +22,327.1% | +25,185.5% | -2,858.5% | +1,089.0% |
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