+196.7%
PH vs ACI
-43.3%
+240.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.1% |
| 7D | +2.0% | -2.2% | +4.2% | +2.1% |
| 30D | -3.7% | +10.3% | -14.0% | -4.7% |
| 3M | -14.0% | +7.2% | -21.2% | -14.8% |
| 6M | +2.1% | -18.0% | +20.1% | +3.7% |
| YTD | +5.1% | -22.0% | +27.0% | +7.0% |
| 1Y | +10.9% | -23.4% | +34.3% | +13.3% |
| 3Y | +132.9% | -35.8% | +168.8% | +143.0% |
| All | +196.7% | -43.3% | +240.0% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling