+201.2%
ABT vs PH
+804.8%
-603.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -5.0% | -3.1% | -1.9% | -4.2% |
| 30D | -5.8% | -11.8% | +6.0% | -2.7% |
| 3M | +16.7% | +6.9% | +9.8% | +14.3% |
| 6M | -5.2% | -1.3% | -4.0% | -5.4% |
| YTD | -16.0% | +7.0% | -22.9% | -18.0% |
| 1Y | -18.3% | +23.1% | -41.4% | -23.4% |
| 3Y | +9.2% | +135.4% | -126.2% | -18.1% |
| 5Y | -11.6% | +250.3% | -261.9% | -43.0% |
| All | +201.2% | +804.8% | -603.5% | +30.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling