+2,368.0%
ACN vs PH
+4,689.0%
-2,321.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -4.1% |
| 7D | -2.5% | +3.0% | -5.6% | -4.0% |
| 30D | +22.6% | -0.6% | +23.3% | +22.1% |
| 3M | +45.9% | -10.7% | +56.7% | +51.5% |
| 6M | +43.8% | +9.1% | +34.8% | +35.4% |
| YTD | -2.5% | +9.5% | -12.0% | -9.5% |
| 1Y | +6.5% | +14.0% | -7.6% | -3.0% |
| 3Y | -14.2% | +138.9% | -153.0% | -45.7% |
| 5Y | -24.4% | +209.1% | -233.6% | -58.1% |
| 10Y | +156.3% | +737.3% | -581.0% | -16.2% |
| All | +2,368.0% | +4,689.0% | -2,321.0% | +157.9% |
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 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