+47.8%
ADP vs PH
+135.3%
-87.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.4% |
| 7D | +3.2% | +2.0% | +1.2% | +3.0% |
| 30D | +14.9% | -3.7% | +18.6% | +15.1% |
| 3M | +11.6% | -14.0% | +25.7% | +13.2% |
| 6M | +48.5% | +2.1% | +46.3% | +47.0% |
| YTD | +20.6% | +5.1% | +15.5% | +17.8% |
| 1Y | +23.7% | +10.9% | +12.8% | +19.3% |
| 3Y | +47.8% | +132.9% | -85.2% | +20.4% |
| All | +47.8% | +135.3% | -87.6% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling