+86.8%
ACN vs PHM
+557.7%
-470.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.8% |
| 7D | -7.9% | -6.4% | -1.5% | -6.1% |
| 30D | -1.1% | -12.1% | +11.0% | +2.8% |
| 3M | +5.6% | -1.5% | +7.1% | +5.6% |
| 6M | -9.9% | -6.0% | -3.9% | -9.1% |
| YTD | -32.3% | -0.3% | -32.0% | -33.2% |
| 1Y | -25.3% | -13.3% | -12.0% | -23.2% |
| 3Y | -42.3% | +47.6% | -89.8% | -51.8% |
| 5Y | -43.5% | +154.7% | -198.2% | -61.7% |
| All | +86.8% | +557.7% | -470.9% | -6.3% |
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