+129.2%
PH vs ABCL
+182.2%
-53.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.5% |
| 6M | +2.1% | +135.7% | -133.6% | -8.0% |
| YTD | +5.1% | +247.4% | -242.3% | -10.3% |
| 1Y | +10.9% | +162.3% | -151.3% | -2.5% |
| All | +129.2% | +182.2% | -53.0% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling