+499.9%
ABBV vs PHM
+557.7%
-57.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -2.0% | -6.4% | +4.4% | -0.9% |
| 30D | +2.0% | -12.1% | +14.1% | +4.1% |
| 3M | +14.2% | -1.5% | +15.7% | +14.2% |
| 6M | +14.1% | -6.0% | +20.1% | +14.8% |
| YTD | +14.2% | -0.3% | +14.5% | +13.5% |
| 1Y | +24.2% | -13.3% | +37.6% | +26.2% |
| 3Y | +89.8% | +47.6% | +42.2% | +72.7% |
| 5Y | +187.2% | +154.7% | +32.4% | +129.5% |
| All | +499.9% | +557.7% | -57.8% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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