+196.7%
PH vs ACM
-2.7%
+199.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +2.0% | +5.4% | -3.4% | -0.8% |
| 30D | -3.7% | +15.1% | -18.8% | -10.7% |
| 3M | -14.0% | -10.5% | -3.6% | -9.8% |
| 6M | +2.1% | -19.7% | +21.8% | +13.0% |
| YTD | +5.1% | -28.8% | +33.9% | +23.2% |
| 1Y | +10.9% | -47.9% | +58.8% | +60.5% |
| 3Y | +132.9% | -12.4% | +145.3% | +125.0% |
| All | +196.7% | -2.7% | +199.4% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling