+713.9%
PH vs ADM
+100.5%
+613.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +2.1% | -1.8% | +4.0% | +3.0% |
| 30D | +0.3% | -13.3% | +13.5% | +6.9% |
| 3M | -8.8% | -13.4% | +4.6% | -3.3% |
| 6M | +10.0% | -9.6% | +19.7% | +13.1% |
| YTD | +10.5% | +23.0% | -12.5% | -4.9% |
| 1Y | +15.5% | +27.4% | -11.8% | -2.8% |
| 3Y | +136.4% | +5.7% | +130.7% | +108.7% |
| 5Y | +213.6% | +22.1% | +191.5% | +131.0% |
| 10Y | +713.9% | +106.0% | +607.9% | +274.8% |
| All | +713.9% | +100.5% | +613.4% | +274.8% |
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