+147.6%
PHM vs ACGL
+161.8%
-14.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | -3.2% | -0.7% | -2.4% | -3.0% |
| 30D | -6.4% | -1.0% | -5.4% | -6.2% |
| 3M | +5.5% | +11.0% | -5.6% | +1.7% |
| 6M | -5.4% | -0.3% | -5.1% | -5.5% |
| YTD | +6.6% | +2.3% | +4.3% | +5.4% |
| 1Y | -8.8% | +6.4% | -15.2% | -11.1% |
| 3Y | +54.1% | +34.0% | +20.2% | +33.1% |
| All | +147.6% | +161.8% | -14.2% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling