+18.5%
ADP vs PSX
+140.2%
-121.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.4% | +4.5% | -8.0% | -4.0% |
| 30D | +2.8% | +26.6% | -23.8% | -0.7% |
| 3M | +20.9% | +39.3% | -18.3% | +15.0% |
| 6M | +29.9% | +56.8% | -26.9% | +21.4% |
| YTD | +9.6% | +101.8% | -92.2% | -1.0% |
| 1Y | -5.3% | +99.6% | -104.9% | -14.5% |
| All | +18.5% | +140.2% | -121.7% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling