+505.0%
PH vs ACI
+25.9%
+479.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -3.1% | +0.2% | -3.2% | -3.1% |
| 30D | -3.2% | +5.9% | -9.2% | -3.6% |
| 3M | +10.6% | -19.8% | +30.4% | +12.0% |
| 6M | -2.1% | -24.7% | +22.6% | -0.6% |
| YTD | +10.2% | -24.4% | +34.6% | +11.8% |
| 1Y | +28.2% | -31.5% | +59.7% | +31.2% |
| 3Y | +134.9% | -38.7% | +173.6% | +141.9% |
| 5Y | +253.6% | -42.8% | +296.4% | +261.2% |
| All | +505.0% | +25.9% | +479.1% | +507.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling