+6,817.3%
ABT vs PH
+25,253.3%
-18,436.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +1.0% | +2.1% | -1.2% | +0.4% |
| 30D | +11.6% | +0.3% | +11.3% | +11.2% |
| 3M | +2.3% | -8.8% | +11.1% | +4.1% |
| 6M | +32.7% | +10.0% | +22.7% | +29.2% |
| YTD | -9.6% | +10.5% | -20.1% | -12.4% |
| 1Y | -10.1% | +15.5% | -25.6% | -13.7% |
| 3Y | +25.2% | +136.4% | -111.1% | -0.4% |
| 5Y | -4.5% | +213.6% | -218.1% | -30.0% |
| 10Y | +228.3% | +713.9% | -485.6% | +84.8% |
| All | +6,817.3% | +25,253.3% | -18,436.0% | +1,580.4% |
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 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