-14.7%
ABT vs PH
+12.0%
-26.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.7% |
| 7D | -5.6% | +7.4% | -13.0% | -6.4% |
| 30D | +5.2% | +0.5% | +4.7% | +5.0% |
| 3M | -2.7% | -10.2% | +7.5% | -0.7% |
| 6M | +28.8% | +8.9% | +19.9% | +25.5% |
| YTD | -12.3% | +9.7% | -21.9% | -15.0% |
| 1Y | -14.7% | +12.8% | -27.5% | -18.6% |
| All | -14.7% | +12.0% | -26.6% | -18.6% |
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