+2,427.5%
ACN vs PH
+4,494.8%
-2,067.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -3.0% |
| 7D | +0.9% | +2.0% | -1.1% | -0.2% |
| 30D | +33.5% | -3.7% | +37.2% | +34.8% |
| 3M | +53.5% | -14.0% | +67.5% | +62.1% |
| 6M | +52.2% | +2.1% | +50.1% | +47.5% |
| YTD | -0.1% | +5.1% | -5.2% | -5.6% |
| 1Y | +11.0% | +10.9% | +0.1% | +2.4% |
| 3Y | -11.8% | +132.9% | -144.7% | -43.6% |
| 5Y | -22.8% | +200.1% | -222.9% | -56.7% |
| 10Y | +162.4% | +783.8% | -621.4% | -16.4% |
| All | +2,427.5% | +4,494.8% | -2,067.3% | +169.1% |
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