+317.2%
ADP vs PHM
+669.9%
-352.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | +0.3% | -6.1% | +6.4% | +1.9% |
| 30D | +11.6% | +13.7% | -2.1% | +7.7% |
| 3M | +15.1% | -1.5% | +16.6% | +15.2% |
| 6M | +46.0% | +11.3% | +34.8% | +40.9% |
| YTD | +22.4% | +8.9% | +13.5% | +17.6% |
| 1Y | +24.5% | +6.1% | +18.4% | +20.3% |
| 3Y | +44.8% | +57.7% | -12.9% | +19.7% |
| 5Y | +49.1% | +159.0% | -109.9% | +1.6% |
| All | +317.2% | +669.9% | -352.7% | +102.5% |
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