+134.5%
PH vs ACI
-31.5%
+166.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | +4.3% | +2.3% | +2.1% | +4.4% |
| 30D | +0.1% | +1.2% | -1.1% | +0.1% |
| 3M | -9.4% | +6.8% | -16.2% | -9.3% |
| 6M | +8.8% | -18.7% | +27.5% | +9.5% |
| YTD | +9.6% | -20.2% | +29.8% | +10.2% |
| 1Y | +14.4% | -23.7% | +38.2% | +15.6% |
| 3Y | +134.5% | -31.6% | +166.2% | +137.3% |
| All | +134.5% | -31.5% | +166.0% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling