+695.9%
PH vs ADM
+133.7%
+562.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -1.4% |
| 7D | +4.3% | +4.2% | +0.2% | +2.2% |
| 30D | +0.1% | -12.8% | +13.0% | +6.7% |
| 3M | -9.4% | -8.5% | -0.9% | -6.4% |
| 6M | +8.8% | -10.9% | +19.7% | +12.9% |
| YTD | +9.6% | +29.4% | -19.8% | -8.2% |
| 1Y | +14.4% | +27.5% | -13.1% | -3.6% |
| 3Y | +134.5% | +10.3% | +124.2% | +102.7% |
| 5Y | +204.4% | +27.4% | +177.1% | +118.5% |
| All | +695.9% | +133.7% | +562.1% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling