+695.9%
PH vs ACGL
+324.4%
+371.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | +4.3% | +2.2% | +2.2% | +3.1% |
| 30D | +0.1% | +12.3% | -12.2% | -6.5% |
| 3M | -9.4% | +11.8% | -21.2% | -15.4% |
| 6M | +8.8% | +17.5% | -8.7% | -1.9% |
| YTD | +9.6% | +14.3% | -4.6% | -0.3% |
| 1Y | +14.4% | +18.2% | -3.7% | +2.0% |
| 3Y | +134.5% | +33.2% | +101.4% | +86.7% |
| 5Y | +204.4% | +174.3% | +30.1% | +43.4% |
| All | +695.9% | +324.4% | +371.5% | +185.1% |
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