+1,697.2%
ACN vs PH
+4,719.1%
-3,021.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -1.5% | -3.1% | +1.5% | -0.2% |
| 30D | +9.4% | -3.2% | +12.6% | +10.5% |
| 3M | +5.6% | +10.6% | -4.9% | +0.1% |
| 6M | -9.3% | -2.1% | -7.1% | -10.4% |
| YTD | -29.0% | +10.2% | -39.2% | -33.6% |
| 1Y | -24.7% | +28.2% | -52.9% | -34.5% |
| 3Y | -39.8% | +134.9% | -174.7% | -61.5% |
| 5Y | -40.9% | +253.6% | -294.6% | -69.0% |
| 10Y | +91.1% | +804.7% | -713.6% | -39.2% |
| All | +1,697.2% | +4,719.1% | -3,021.8% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling