+201.6%
ABBV vs PHM
+158.6%
+43.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | -4.1% | +5.4% | +1.7% |
| 30D | +4.7% | +16.1% | -11.4% | +3.0% |
| 3M | +18.3% | -2.5% | +20.8% | +18.5% |
| 6M | +43.4% | +12.9% | +30.5% | +41.2% |
| YTD | +33.0% | +9.0% | +24.0% | +31.1% |
| 1Y | +30.8% | +8.2% | +22.6% | +29.0% |
| 3Y | +135.1% | +58.4% | +76.7% | +121.7% |
| All | +201.6% | +158.6% | +43.0% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling