+151.4%
ADBE vs PHM
+568.1%
-416.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | -5.4% | -5.0% | -0.4% | -3.9% |
| 30D | -2.5% | -8.4% | +5.9% | 0.0% |
| 3M | +15.3% | -4.4% | +19.7% | +16.5% |
| 6M | -7.8% | -3.7% | -4.1% | -7.8% |
| YTD | -27.9% | +1.3% | -29.2% | -29.4% |
| 1Y | -28.0% | -14.0% | -14.0% | -26.1% |
| 3Y | -55.3% | +48.1% | -103.4% | -63.0% |
| 5Y | -61.7% | +158.8% | -220.5% | -74.2% |
| All | +151.4% | +568.1% | -416.7% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PHM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling