+152.3%
ACN vs PH
+698.6%
-546.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -3.8% | +4.1% | -8.0% | -5.4% |
| 30D | +16.5% | -0.1% | +16.6% | +15.8% |
| 3M | +41.5% | -9.6% | +51.0% | +45.8% |
| 6M | +60.1% | +8.5% | +51.5% | +51.5% |
| YTD | -3.9% | +9.4% | -13.3% | -10.5% |
| 1Y | +4.1% | +14.2% | -10.1% | -4.9% |
| 3Y | -15.9% | +134.0% | -149.9% | -46.4% |
| 5Y | -26.3% | +203.8% | -230.1% | -59.4% |
| All | +152.3% | +698.6% | -546.2% | -11.9% |
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