-5.9%
ABT vs PH
+20.3%
-26.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.7% | +9.3% | +6.0% |
| 7D | +12.5% | -0.2% | +12.7% | +12.4% |
| 30D | +16.1% | -6.7% | +22.8% | +17.0% |
| 3M | +10.2% | -8.1% | +18.3% | +11.2% |
| 6M | +33.7% | +5.3% | +28.4% | +30.7% |
| YTD | -5.5% | +4.2% | -9.7% | -7.1% |
| 1Y | -5.9% | +19.3% | -25.2% | -9.6% |
| All | -5.9% | +20.3% | -26.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling