+274.2%
PH vs ABCL
-81.2%
+355.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +4.1% | -3.3% | +7.4% | +4.4% |
| 30D | -0.1% | -7.1% | +7.0% | +0.4% |
| 3M | -9.6% | +4.7% | -14.3% | -10.5% |
| 6M | +8.5% | +140.9% | -132.4% | -1.7% |
| YTD | +9.4% | +236.0% | -226.6% | -4.9% |
| 1Y | +14.2% | +217.4% | -203.2% | -0.2% |
| 3Y | +134.0% | +188.7% | -54.7% | +96.5% |
| 5Y | +203.8% | -23.5% | +227.3% | +172.4% |
| All | +274.2% | -81.2% | +355.4% | +258.2% |
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