+217.7%
PHM vs ABCL
-81.0%
+298.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.8% |
| 7D | -6.1% | +4.4% | -10.5% | -6.5% |
| 30D | +13.7% | -7.9% | +21.6% | +14.1% |
| 3M | -1.5% | +12.2% | -13.8% | -3.6% |
| 6M | +11.3% | +134.7% | -123.5% | -1.0% |
| YTD | +8.9% | +239.8% | -230.8% | -7.8% |
| 1Y | +6.1% | +192.7% | -186.6% | -8.9% |
| 3Y | +57.7% | +187.6% | -130.0% | +29.2% |
| 5Y | +159.0% | -22.6% | +181.6% | +124.9% |
| All | +217.7% | -81.0% | +298.7% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling