+181.0%
ABBV vs PHM
+152.6%
+28.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -4.1% | -3.9% | -0.3% | -3.7% |
| 30D | +1.2% | -8.6% | +9.7% | +2.1% |
| 3M | +12.1% | -2.9% | +15.0% | +12.4% |
| 6M | +12.0% | -5.7% | +17.7% | +12.5% |
| YTD | +12.4% | +1.9% | +10.6% | +11.8% |
| 1Y | +22.9% | -12.3% | +35.3% | +24.2% |
| 3Y | +86.8% | +50.8% | +36.0% | +77.4% |
| 5Y | +181.0% | +157.3% | +23.7% | +146.4% |
| All | +181.0% | +152.6% | +28.5% | +146.4% |
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