+152.3%
ACN vs PHM
+670.5%
-518.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.8% | -4.1% | +0.3% | -2.7% |
| 30D | +16.5% | +16.1% | +0.4% | +11.3% |
| 3M | +41.5% | -2.5% | +44.0% | +42.2% |
| 6M | +60.1% | +12.9% | +47.2% | +53.1% |
| YTD | -3.9% | +9.0% | -13.0% | -7.9% |
| 1Y | +4.1% | +8.2% | -4.1% | 0.0% |
| 3Y | -15.9% | +58.4% | -74.3% | -31.2% |
| 5Y | -26.3% | +159.2% | -185.5% | -50.3% |
| All | +152.3% | +670.5% | -518.2% | +23.6% |
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