+132.9%
PH vs ACM
-12.3%
+145.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +2.0% | +5.4% | -3.4% | -0.1% |
| 30D | -3.7% | +15.1% | -18.8% | -9.0% |
| 3M | -14.0% | -10.5% | -3.6% | -10.4% |
| 6M | +2.1% | -19.7% | +21.8% | +11.7% |
| YTD | +5.1% | -28.8% | +33.9% | +20.8% |
| 1Y | +10.9% | -47.9% | +58.8% | +56.3% |
| 3Y | +132.9% | -12.4% | +145.3% | +126.6% |
| All | +132.9% | -12.3% | +145.3% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling