+313.7%
ADP vs PH
+778.3%
-464.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.7% | -1.9% |
| 7D | +1.1% | +3.0% | -2.0% | -0.2% |
| 30D | +11.5% | -0.6% | +12.1% | +11.2% |
| 3M | +12.0% | -10.7% | +22.8% | +16.0% |
| 6M | +43.8% | +9.1% | +34.7% | +36.9% |
| YTD | +20.1% | +9.5% | +10.6% | +12.8% |
| 1Y | +22.3% | +14.0% | +8.3% | +12.9% |
| 3Y | +43.3% | +138.9% | -95.6% | -7.1% |
| 5Y | +47.3% | +209.1% | -161.8% | -17.1% |
| 10Y | +313.7% | +737.3% | -423.6% | +44.9% |
| All | +313.7% | +778.3% | -464.6% | +44.9% |
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