+196.7%
PH vs ACGL
+159.2%
+37.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.8% | +3.9% |
| 7D | +2.0% | +0.9% | +1.1% | +1.6% |
| 30D | -3.7% | +13.7% | -17.4% | -8.2% |
| 3M | -14.0% | +8.0% | -22.1% | -16.6% |
| 6M | +2.1% | +13.3% | -11.2% | -3.0% |
| YTD | +5.1% | +11.8% | -6.8% | -0.2% |
| 1Y | +10.9% | +22.2% | -11.3% | +1.7% |
| 3Y | +132.9% | +32.5% | +100.5% | +101.2% |
| All | +196.7% | +159.2% | +37.5% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling