+10,816.5%
ADP vs PH
+25,185.5%
-14,369.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -3.4% | -3.1% | -0.4% | -2.5% |
| 30D | +2.8% | -3.2% | +6.0% | +3.7% |
| 3M | +20.9% | +10.6% | +10.3% | +16.3% |
| 6M | +29.9% | -2.1% | +32.0% | +29.0% |
| YTD | +9.6% | +10.2% | -0.5% | +4.5% |
| 1Y | -5.3% | +28.2% | -33.5% | -14.5% |
| 3Y | +16.5% | +134.9% | -118.4% | -16.3% |
| 5Y | +49.4% | +253.6% | -204.2% | -7.8% |
| 10Y | +282.2% | +804.7% | -522.5% | +66.4% |
| All | +10,816.5% | +25,185.5% | -14,369.0% | +1,660.1% |
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 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