+6.1%
PHM vs ACGL
+20.5%
-14.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -6.1% | -1.2% | -4.9% | -5.6% |
| 30D | +13.7% | +12.8% | +0.9% | +8.7% |
| 3M | -1.5% | +12.3% | -13.8% | -5.8% |
| 6M | +11.3% | +15.8% | -4.6% | +5.2% |
| YTD | +8.9% | +13.9% | -5.0% | +4.4% |
| 1Y | +6.1% | +19.0% | -12.9% | -2.5% |
| All | +6.1% | +20.5% | -14.4% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling