+11,904.6%
ADP vs PH
+24,008.7%
-12,104.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.2% |
| 7D | +3.2% | +2.0% | +1.2% | +2.5% |
| 30D | +14.9% | -3.7% | +18.6% | +15.8% |
| 3M | +11.6% | -14.0% | +25.7% | +16.5% |
| 6M | +48.5% | +2.1% | +46.3% | +45.5% |
| YTD | +20.6% | +5.1% | +15.5% | +16.1% |
| 1Y | +23.7% | +10.9% | +12.8% | +16.8% |
| 3Y | +47.8% | +132.9% | -85.2% | +6.1% |
| 5Y | +47.7% | +200.1% | -152.4% | -4.0% |
| 10Y | +324.0% | +783.8% | -459.8% | +85.2% |
| All | +11,904.6% | +24,008.7% | -12,104.1% | +1,855.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling