+6,695.8%
ABT vs PH
+25,004.0%
-18,308.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +4.1% | -5.4% | -2.2% |
| 30D | +6.0% | -0.1% | +6.1% | +5.8% |
| 3M | -1.9% | -9.6% | +7.7% | 0.0% |
| 6M | +31.2% | +8.5% | +22.7% | +28.0% |
| YTD | -11.2% | +9.4% | -20.6% | -13.7% |
| 1Y | -14.0% | +14.2% | -28.2% | -17.2% |
| 3Y | +20.7% | +134.0% | -113.4% | -3.8% |
| 5Y | -6.7% | +203.8% | -210.5% | -31.1% |
| 10Y | +226.3% | +695.6% | -469.3% | +84.6% |
| All | +6,695.8% | +25,004.0% | -18,308.2% | +1,554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling