-11.6%
ABT vs PHM
+149.8%
-161.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -5.0% | -6.4% | +1.4% | -3.7% |
| 30D | -5.8% | -12.1% | +6.3% | -3.4% |
| 3M | +16.7% | -1.5% | +18.3% | +16.9% |
| 6M | -5.2% | -6.0% | +0.8% | -4.5% |
| YTD | -16.0% | -0.3% | -15.7% | -16.4% |
| 1Y | -18.3% | -13.3% | -4.9% | -16.6% |
| 3Y | +9.2% | +47.6% | -38.3% | -4.4% |
| 5Y | -11.6% | +154.7% | -166.3% | -37.0% |
| All | -11.6% | +149.8% | -161.4% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling