+259.4%
PH vs ABCL
-80.5%
+339.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.7% | -3.9% | +2.3% |
| 7D | +2.0% | -3.2% | +5.2% | +2.1% |
| 30D | -3.7% | -7.4% | +3.7% | -3.3% |
| 3M | -14.0% | +81.9% | -96.0% | -19.3% |
| 6M | +2.1% | +135.7% | -133.6% | -7.4% |
| YTD | +5.1% | +247.4% | -242.3% | -8.9% |
| 1Y | +10.9% | +162.3% | -151.3% | -1.4% |
| 3Y | +132.9% | +165.5% | -32.5% | +96.9% |
| 5Y | +200.1% | -21.3% | +221.4% | +168.4% |
| All | +259.4% | -80.5% | +339.9% | +243.1% |
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