+506.7%
PH vs ACI
+34.0%
+472.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.8% |
| 7D | +2.1% | -0.6% | +2.7% | +2.2% |
| 30D | +0.3% | +9.5% | -9.3% | -0.3% |
| 3M | -8.8% | +10.1% | -18.9% | -9.4% |
| 6M | +10.0% | -15.4% | +25.4% | +10.9% |
| YTD | +10.5% | -19.5% | +30.0% | +11.6% |
| 1Y | +15.5% | -21.0% | +36.5% | +16.9% |
| 3Y | +136.4% | -31.2% | +167.5% | +141.1% |
| 5Y | +213.6% | -40.6% | +254.2% | +219.2% |
| All | +506.7% | +34.0% | +472.7% | +506.3% |
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