+545.9%
PHM vs ACGL
+263.8%
+282.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.3% |
| 7D | -2.5% | -2.9% | +0.5% | -1.0% |
| 30D | -9.7% | -2.8% | -6.8% | -8.3% |
| 3M | +2.2% | +6.8% | -4.6% | -1.5% |
| 6M | -5.7% | -1.5% | -4.1% | -5.3% |
| YTD | +2.8% | -0.2% | +3.1% | +2.2% |
| 1Y | -14.4% | +5.3% | -19.7% | -17.5% |
| 3Y | +52.2% | +30.3% | +21.9% | +24.2% |
| 5Y | +154.3% | +151.8% | +2.4% | +33.4% |
| 10Y | +545.9% | +266.9% | +279.0% | +169.4% |
| All | +545.9% | +263.8% | +282.1% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling