+197.1%
ABT vs PHM
+568.1%
-371.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | -5.9% | -5.0% | -0.9% | -4.9% |
| 30D | -8.1% | -8.4% | +0.4% | -6.5% |
| 3M | +14.5% | -4.4% | +19.0% | +15.4% |
| 6M | -6.3% | -3.7% | -2.5% | -5.9% |
| YTD | -17.1% | +1.3% | -18.4% | -17.8% |
| 1Y | -21.4% | -14.0% | -7.3% | -19.6% |
| 3Y | +5.9% | +48.1% | -42.2% | -5.9% |
| 5Y | -12.8% | +158.8% | -171.5% | -33.4% |
| All | +197.1% | +568.1% | -371.0% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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