+132.9%
PH vs ADM
+6.1%
+126.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | +2.0% | -9.0% | +11.0% | +3.0% |
| 30D | -3.7% | -14.0% | +10.3% | -2.1% |
| 3M | -14.0% | -9.2% | -4.9% | -13.5% |
| 6M | +2.1% | -9.2% | +11.3% | +2.5% |
| YTD | +5.1% | +24.2% | -19.2% | -0.9% |
| 1Y | +10.9% | +27.0% | -16.0% | +4.1% |
| 3Y | +132.9% | +6.6% | +126.3% | +116.8% |
| All | +132.9% | +6.1% | +126.9% | +116.8% |
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 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