+281.0%
PH vs ABCL
-80.4%
+361.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.1% |
| 7D | +6.9% | -2.7% | +9.6% | +7.1% |
| 30D | +1.7% | -5.4% | +7.1% | +1.9% |
| 3M | -8.1% | +22.4% | -30.6% | -10.3% |
| 6M | +11.5% | +127.6% | -116.1% | +1.5% |
| YTD | +11.4% | +249.4% | -238.0% | -3.5% |
| 1Y | +14.1% | +198.0% | -183.9% | +0.3% |
| 3Y | +138.2% | +195.8% | -57.5% | +99.6% |
| 5Y | +216.0% | -20.6% | +236.6% | +182.4% |
| All | +281.0% | -80.4% | +361.4% | +263.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling