+14.6%
PHM vs ABCL
+138.2%
-123.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.3% | +7.1% |
| 7D | +13.6% | -10.0% | +23.6% | +14.1% |
| 30D | +19.3% | -10.9% | +30.2% | +19.9% |
| 3M | +3.5% | +101.6% | -98.2% | -1.8% |
| 6M | +18.6% | +167.5% | -148.9% | +8.2% |
| YTD | +16.7% | +259.1% | -242.4% | +3.7% |
| 1Y | +14.6% | +152.2% | -137.5% | +6.9% |
| All | +14.6% | +138.2% | -123.6% | +6.9% |
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