+703.5%
PH vs ACGL
+329.3%
+374.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +2.1% | +1.3% | +0.9% | +1.3% |
| 30D | +0.3% | +14.2% | -13.9% | -7.3% |
| 3M | -8.8% | +11.1% | -19.9% | -14.5% |
| 6M | +10.0% | +16.4% | -6.3% | -0.2% |
| YTD | +10.5% | +13.8% | -3.3% | +0.7% |
| 1Y | +15.5% | +21.6% | -6.0% | +1.2% |
| 3Y | +136.4% | +33.5% | +102.8% | +87.8% |
| 5Y | +213.6% | +174.8% | +38.7% | +47.5% |
| All | +703.5% | +329.3% | +374.2% | +189.1% |
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