+19.3%
PH vs ABCL
+138.2%
-118.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.7% |
| 7D | -0.2% | -10.0% | +9.8% | +0.2% |
| 30D | -6.7% | -10.9% | +4.2% | -6.4% |
| 3M | -8.1% | +101.6% | -109.8% | -11.3% |
| 6M | +5.3% | +167.5% | -162.2% | -0.9% |
| YTD | +4.2% | +259.1% | -254.9% | -4.6% |
| 1Y | +19.3% | +152.2% | -132.8% | +9.4% |
| All | +19.3% | +138.2% | -118.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling