+153.7%
ACN vs PH
+737.8%
-584.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +1.6% | +2.1% | -0.6% | +0.5% |
| 30D | +24.6% | +0.3% | +24.4% | +23.7% |
| 3M | +46.2% | -8.8% | +55.0% | +50.2% |
| 6M | +46.2% | +10.0% | +36.1% | +37.6% |
| YTD | -0.9% | +10.5% | -11.4% | -8.0% |
| 1Y | +8.8% | +15.5% | -6.8% | -1.2% |
| 3Y | -14.3% | +136.4% | -150.6% | -45.6% |
| 5Y | -22.6% | +213.6% | -236.2% | -57.9% |
| 10Y | +153.7% | +713.9% | -560.2% | -11.2% |
| All | +153.7% | +737.8% | -584.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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