+636.4%
ADI vs PH
+795.7%
-159.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -4.6% | -10.3% | +5.7% | +1.8% |
| 3M | -9.5% | +5.1% | -14.6% | -12.5% |
| 6M | +14.8% | +2.3% | +12.6% | +12.6% |
| YTD | +35.8% | +8.7% | +27.1% | +28.2% |
| 1Y | +48.9% | +26.8% | +22.2% | +27.4% |
| 3Y | +115.6% | +139.2% | -23.6% | +25.5% |
| 5Y | +135.1% | +251.1% | -116.0% | +7.8% |
| 10Y | +636.4% | +812.6% | -176.1% | +106.5% |
| All | +636.4% | +795.7% | -159.2% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling