+8,738.0%
PH vs ACGL
+4,429.2%
+4,308.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | -3.1% | -0.7% | -2.3% | -2.8% |
| 30D | -3.2% | -1.0% | -2.2% | -2.9% |
| 3M | +10.6% | +11.0% | -0.5% | +6.3% |
| 6M | -2.1% | -0.3% | -1.8% | -2.5% |
| YTD | +10.2% | +2.3% | +7.9% | +8.5% |
| 1Y | +28.2% | +6.4% | +21.8% | +24.3% |
| 3Y | +134.9% | +34.0% | +100.9% | +106.2% |
| 5Y | +253.6% | +161.6% | +92.0% | +143.3% |
| 10Y | +804.7% | +278.6% | +526.1% | +458.1% |
| All | +8,738.0% | +4,429.2% | +4,308.7% | +3,451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling