+206.7%
ABT vs PH
+819.4%
-612.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.7% | 0.0% | -4.8% | -4.8% |
| 30D | -3.1% | -10.3% | +7.2% | -0.3% |
| 3M | +16.1% | +5.1% | +11.1% | +14.3% |
| 6M | -5.3% | +2.3% | -7.6% | -6.4% |
| YTD | -14.4% | +8.7% | -23.1% | -16.9% |
| 1Y | -18.4% | +26.8% | -45.2% | -24.1% |
| 3Y | +11.2% | +139.2% | -128.0% | -17.0% |
| 5Y | -9.4% | +251.1% | -260.5% | -41.6% |
| All | +206.7% | +819.4% | -612.7% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling