-44.0%
ACN vs PHM
+152.6%
-196.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -6.3% | -3.9% | -2.5% | -5.2% |
| 30D | -1.4% | -8.6% | +7.2% | +1.2% |
| 3M | +2.6% | -2.9% | +5.5% | +3.0% |
| 6M | -14.3% | -5.7% | -8.6% | -13.5% |
| YTD | -33.1% | +1.9% | -35.0% | -34.4% |
| 1Y | -28.8% | -12.3% | -16.5% | -27.0% |
| 3Y | -43.0% | +50.8% | -93.7% | -54.5% |
| 5Y | -44.0% | +157.3% | -201.3% | -66.2% |
| All | -44.0% | +152.6% | -196.6% | -66.2% |
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