+134.5%
PH vs ACGL
+33.8%
+100.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +4.3% | +2.2% | +2.2% | +3.9% |
| 30D | +0.1% | +12.3% | -12.2% | -2.5% |
| 3M | -9.4% | +11.8% | -21.2% | -11.7% |
| 6M | +8.8% | +17.5% | -8.7% | +4.5% |
| YTD | +9.6% | +14.3% | -4.6% | +5.8% |
| 1Y | +14.4% | +18.2% | -3.7% | +9.4% |
| 3Y | +134.5% | +33.2% | +101.4% | +128.7% |
| All | +134.5% | +33.8% | +100.7% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling