+747.9%
PH vs ACGL
+337.7%
+410.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.8% | +4.5% |
| 7D | +2.0% | +0.9% | +1.1% | +1.3% |
| 30D | -3.7% | +13.7% | -17.4% | -10.8% |
| 3M | -14.0% | +8.0% | -22.1% | -18.2% |
| 6M | +2.1% | +13.3% | -11.2% | -6.0% |
| YTD | +5.1% | +11.8% | -6.8% | -3.3% |
| 1Y | +10.9% | +22.2% | -11.3% | -3.2% |
| 3Y | +132.9% | +32.5% | +100.5% | +85.6% |
| 5Y | +200.1% | +160.2% | +39.9% | +46.0% |
| All | +747.9% | +337.7% | +410.2% | +168.0% |
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