+319.9%
ADP vs PH
+700.2%
-380.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | +4.3% | -2.2% | +0.6% |
| 30D | +10.6% | +0.1% | +10.4% | +9.9% |
| 3M | +12.9% | -9.4% | +22.3% | +16.3% |
| 6M | +50.6% | +8.8% | +41.9% | +43.6% |
| YTD | +23.2% | +9.6% | +13.6% | +15.6% |
| 1Y | +25.3% | +14.4% | +10.8% | +15.4% |
| 3Y | +47.1% | +134.5% | -87.4% | -3.9% |
| 5Y | +50.1% | +204.4% | -154.4% | -15.1% |
| All | +319.9% | +700.2% | -380.3% | +46.1% |
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