-22.6%
ACN vs PHM
+166.0%
-188.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.8% |
| 7D | +1.6% | +2.9% | -1.4% | +0.6% |
| 30D | +24.6% | +16.5% | +8.2% | +18.8% |
| 3M | +46.2% | +0.6% | +45.5% | +45.4% |
| 6M | +46.2% | +11.6% | +34.6% | +40.3% |
| YTD | -0.9% | +12.1% | -13.0% | -5.9% |
| 1Y | +8.8% | +9.6% | -0.9% | +4.0% |
| 3Y | -14.3% | +62.3% | -76.5% | -33.4% |
| 5Y | -22.6% | +170.4% | -193.0% | -55.8% |
| All | -22.6% | +166.0% | -188.7% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling