+694.2%
PH vs ACGL
+324.4%
+369.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | +4.1% | +2.2% | +2.0% | +2.9% |
| 30D | -0.1% | +12.3% | -12.4% | -6.7% |
| 3M | -9.6% | +11.8% | -21.4% | -15.5% |
| 6M | +8.5% | +17.5% | -8.9% | -2.1% |
| YTD | +9.4% | +14.3% | -4.9% | -0.5% |
| 1Y | +14.2% | +18.2% | -4.0% | +1.8% |
| 3Y | +134.0% | +33.2% | +100.9% | +86.3% |
| 5Y | +203.8% | +174.3% | +29.5% | +43.1% |
| All | +694.2% | +324.4% | +369.8% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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