+772.7%
ADP vs PSX
+1,129.4%
-356.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.2% |
| 7D | +1.1% | -8.0% | +9.1% | +3.1% |
| 30D | +11.5% | -9.0% | +20.6% | +13.9% |
| 3M | +12.0% | +24.7% | -12.7% | +5.2% |
| 6M | +43.8% | +49.3% | -5.5% | +28.6% |
| YTD | +20.1% | +100.2% | -80.1% | -1.1% |
| 1Y | +22.3% | +88.8% | -66.5% | +2.1% |
| 3Y | +43.3% | +152.5% | -109.2% | +7.4% |
| 5Y | +47.3% | +283.2% | -235.9% | -5.4% |
| 10Y | +313.7% | +345.8% | -32.1% | +132.7% |
| All | +772.7% | +1,129.4% | -356.7% | +309.1% |
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 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