+6,642.4%
ABT vs PH
+25,185.5%
-18,543.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.7% | -3.1% | -0.6% | -3.0% |
| 30D | +2.5% | -3.2% | +5.7% | +3.2% |
| 3M | +20.2% | +10.6% | +9.6% | +17.2% |
| 6M | -2.9% | -2.1% | -0.8% | -2.9% |
| YTD | -11.9% | +10.2% | -22.1% | -14.3% |
| 1Y | -16.5% | +28.2% | -44.8% | -21.7% |
| 3Y | +12.1% | +134.9% | -122.8% | -10.7% |
| 5Y | -7.4% | +253.6% | -261.0% | -33.9% |
| 10Y | +210.7% | +804.7% | -594.0% | +71.5% |
| All | +6,642.4% | +25,185.5% | -18,543.1% | +1,543.8% |
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