+43.3%
ADP vs PSX
+149.8%
-106.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.8% |
| 7D | +1.1% | -8.0% | +9.1% | +2.1% |
| 30D | +11.5% | -9.0% | +20.6% | +12.8% |
| 3M | +12.0% | +24.7% | -12.7% | +8.2% |
| 6M | +43.8% | +49.3% | -5.5% | +35.2% |
| YTD | +20.1% | +100.2% | -80.1% | +8.4% |
| 1Y | +22.3% | +88.8% | -66.5% | +11.2% |
| 3Y | +43.3% | +152.5% | -109.2% | +23.5% |
| All | +43.3% | +149.8% | -106.5% | +23.5% |
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