+4,458.4%
PHM vs ACGL
+4,429.2%
+29.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | -3.2% | -0.7% | -2.4% | -2.9% |
| 30D | -6.4% | -1.0% | -5.4% | -6.1% |
| 3M | +5.5% | +11.0% | -5.6% | +0.9% |
| 6M | -5.4% | -0.3% | -5.1% | -5.6% |
| YTD | +6.6% | +2.3% | +4.3% | +5.1% |
| 1Y | -8.8% | +6.4% | -15.2% | -11.7% |
| 3Y | +54.1% | +34.0% | +20.2% | +32.5% |
| 5Y | +144.5% | +161.6% | -17.2% | +57.1% |
| 10Y | +569.4% | +278.6% | +290.8% | +268.5% |
| All | +4,458.4% | +4,429.2% | +29.2% | +1,341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling