+316.1%
ADP vs PHM
+709.0%
-392.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +2.1% |
| 7D | +3.2% | +2.9% | +0.3% | +2.3% |
| 30D | +12.8% | +16.5% | -3.7% | +8.2% |
| 3M | +12.3% | +0.6% | +11.7% | +11.8% |
| 6M | +45.4% | +11.6% | +33.8% | +40.2% |
| YTD | +21.4% | +12.1% | +9.3% | +15.8% |
| 1Y | +23.7% | +9.6% | +14.1% | +18.6% |
| 3Y | +43.6% | +62.3% | -18.6% | +17.8% |
| 5Y | +48.7% | +170.4% | -121.7% | +0.2% |
| 10Y | +316.1% | +683.0% | -366.9% | +100.0% |
| All | +316.1% | +709.0% | -392.9% | +100.0% |
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