+697.0%
ADP vs PSX
+1,139.4%
-442.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.4% | +4.5% | -8.0% | -4.6% |
| 30D | +2.8% | +26.6% | -23.8% | -3.4% |
| 3M | +20.9% | +39.3% | -18.3% | +10.6% |
| 6M | +29.9% | +56.8% | -26.9% | +14.9% |
| YTD | +9.6% | +101.8% | -92.2% | -9.5% |
| 1Y | -5.3% | +99.6% | -104.9% | -21.9% |
| 3Y | +16.5% | +140.3% | -123.9% | -11.2% |
| 5Y | +49.4% | +339.3% | -289.9% | -8.0% |
| 10Y | +282.2% | +369.9% | -87.7% | +113.1% |
| All | +697.0% | +1,139.4% | -442.5% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling