+1,998.5%
PH vs ACM
+250.7%
+1,747.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +1.5% |
| 7D | +3.0% | +6.9% | -3.8% | -0.5% |
| 30D | -0.6% | +19.1% | -19.7% | -9.4% |
| 3M | -10.7% | -6.9% | -3.8% | -8.8% |
| 6M | +9.1% | -12.0% | +21.1% | +13.4% |
| YTD | +9.5% | -25.1% | +34.6% | +22.4% |
| 1Y | +14.0% | -45.4% | +59.4% | +49.8% |
| 3Y | +138.9% | -6.9% | +145.8% | +135.8% |
| 5Y | +209.1% | +3.7% | +205.4% | +187.9% |
| 10Y | +737.3% | +135.8% | +601.5% | +403.3% |
| All | +1,998.5% | +250.7% | +1,747.9% | +843.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling