-8.3%
ADP vs PSX
+104.4%
-112.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.1% |
| 7D | -5.7% | +1.8% | -7.5% | -5.8% |
| 30D | -3.1% | +21.6% | -24.7% | -5.3% |
| 3M | +15.6% | +46.5% | -30.9% | +10.0% |
| 6M | +20.8% | +62.0% | -41.2% | +14.3% |
| YTD | +4.7% | +106.3% | -101.6% | -0.3% |
| 1Y | -8.3% | +103.0% | -111.3% | -12.1% |
| All | -8.3% | +104.4% | -112.7% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling