+279.0%
ADP vs PHM
+545.0%
-266.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -5.7% | -3.9% | -1.8% | -4.7% |
| 30D | -3.1% | -8.6% | +5.5% | -0.9% |
| 3M | +15.6% | -2.9% | +18.5% | +16.0% |
| 6M | +20.8% | -5.7% | +26.5% | +21.5% |
| YTD | +4.7% | +1.9% | +2.9% | +2.6% |
| 1Y | -8.3% | -12.3% | +4.0% | -6.5% |
| 3Y | +13.6% | +50.8% | -37.2% | -5.1% |
| 5Y | +45.0% | +157.3% | -112.3% | -1.0% |
| 10Y | +279.0% | +566.5% | -287.6% | +91.7% |
| All | +279.0% | +545.0% | -266.0% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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