+278.9%
ADP vs PSX
+386.4%
-107.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.8% | +1.7% | -4.5% | -3.2% |
| 30D | +0.2% | +15.6% | -15.4% | -3.7% |
| 3M | +20.5% | +46.5% | -26.0% | +8.4% |
| 6M | +28.8% | +55.0% | -26.2% | +13.9% |
| YTD | +6.6% | +105.3% | -98.7% | -12.9% |
| 1Y | -6.9% | +101.6% | -108.5% | -23.9% |
| 3Y | +16.1% | +134.1% | -118.0% | -11.7% |
| 5Y | +49.3% | +368.7% | -319.3% | -12.7% |
| All | +278.9% | +386.4% | -107.5% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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