-22.5%
ACN vs PH
+197.3%
-219.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -2.7% |
| 7D | +0.9% | +2.0% | -1.1% | +0.1% |
| 30D | +33.5% | -3.7% | +37.2% | +34.5% |
| 3M | +53.5% | -14.0% | +67.5% | +60.3% |
| 6M | +52.2% | +2.1% | +50.1% | +47.9% |
| YTD | -0.1% | +5.1% | -5.2% | -5.4% |
| 1Y | +11.0% | +10.9% | +0.1% | +2.5% |
| 3Y | -11.8% | +132.9% | -144.7% | -46.5% |
| All | -22.5% | +197.3% | -219.7% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling