+151.8%
ACN vs PHM
+669.9%
-518.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -5.7% | -6.1% | +0.4% | -4.0% |
| 30D | +17.0% | +13.7% | +3.3% | +12.5% |
| 3M | +39.9% | -1.5% | +41.4% | +40.2% |
| 6M | +50.2% | +11.3% | +38.9% | +44.4% |
| YTD | -4.2% | +8.9% | -13.1% | -8.0% |
| 1Y | +4.3% | +6.1% | -1.8% | +0.8% |
| 3Y | -17.1% | +57.7% | -74.8% | -32.1% |
| 5Y | -26.5% | +159.0% | -185.4% | -50.4% |
| All | +151.8% | +669.9% | -518.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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