+240.2%
PHM vs ABCL
-79.5%
+319.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.7% | +2.1% |
| 7D | +3.5% | +12.4% | -8.9% | +2.2% |
| 30D | +21.2% | -0.4% | +21.6% | +20.7% |
| 3M | +2.5% | +80.4% | -77.9% | -5.0% |
| 6M | +16.1% | +138.5% | -122.5% | +3.3% |
| YTD | +16.6% | +265.5% | -248.9% | -2.0% |
| 1Y | +14.4% | +219.7% | -205.3% | -2.5% |
| 3Y | +71.9% | +209.4% | -137.5% | +39.9% |
| 5Y | +174.3% | -15.0% | +189.4% | +136.7% |
| All | +240.2% | -79.5% | +319.7% | +205.4% |
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 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