+141.0%
PH vs ADM
+17.6%
+123.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.1% | +3.8% | -6.8% | -3.6% |
| 30D | -3.2% | +9.8% | -13.0% | -4.6% |
| 3M | +10.6% | +2.1% | +8.5% | +10.1% |
| 6M | -2.1% | +27.5% | -29.6% | -6.7% |
| YTD | +10.2% | +50.2% | -40.0% | +1.6% |
| 1Y | +28.2% | +40.6% | -12.4% | +19.5% |
| All | +141.0% | +17.6% | +123.4% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling