+10.9%
PH vs ACM
-48.7%
+59.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +2.0% | +5.4% | -3.4% | +1.5% |
| 30D | -3.7% | +15.1% | -18.8% | -4.9% |
| 3M | -14.0% | -10.5% | -3.6% | -12.8% |
| 6M | +2.1% | -19.7% | +21.8% | +5.0% |
| YTD | +5.1% | -28.8% | +33.9% | +9.9% |
| 1Y | +10.9% | -47.9% | +58.8% | +17.0% |
| All | +10.9% | -48.7% | +59.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling