+12,023.7%
ADP vs PHM
+11,952.1%
+71.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.9% | -4.8% | +5.7% | +1.8% |
| 30D | +11.9% | +16.5% | -4.6% | +8.6% |
| 3M | +13.7% | -2.0% | +15.7% | +14.0% |
| 6M | +46.8% | +12.7% | +34.1% | +42.8% |
| YTD | +21.8% | +11.2% | +10.6% | +18.0% |
| 1Y | +23.5% | +7.7% | +15.8% | +20.4% |
| 3Y | +44.1% | +60.9% | -16.8% | +27.2% |
| 5Y | +49.9% | +167.7% | -117.8% | +17.9% |
| 10Y | +318.8% | +692.1% | -373.3% | +160.2% |
| All | +12,023.7% | +11,952.1% | +71.6% | +3,496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling