+496.8%
PH vs ACI
+18.9%
+477.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | 0.0% | -5.0% | +5.1% | +0.3% |
| 30D | -10.3% | -2.3% | -8.0% | -10.2% |
| 3M | +5.1% | -23.2% | +28.3% | +6.7% |
| 6M | +2.3% | -29.5% | +31.8% | +4.4% |
| YTD | +8.7% | -28.6% | +37.3% | +10.7% |
| 1Y | +26.8% | -34.0% | +60.8% | +29.9% |
| 3Y | +139.2% | -45.0% | +184.2% | +148.4% |
| 5Y | +251.1% | -44.0% | +295.1% | +260.0% |
| All | +496.8% | +18.9% | +477.9% | +501.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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