+222.2%
ACWI vs PHM
+746.3%
-524.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | +0.1% | +1.9% |
| 7D | +0.3% | +3.5% | -3.2% | -0.6% |
| 30D | -2.8% | +21.2% | -24.0% | -7.8% |
| 3M | -3.2% | +2.5% | -5.6% | -4.1% |
| 6M | +1.3% | +16.1% | -14.8% | -3.4% |
| YTD | +11.2% | +16.6% | -5.4% | +5.4% |
| 1Y | +13.8% | +14.4% | -0.7% | +8.2% |
| 3Y | +76.2% | +71.9% | +4.3% | +45.3% |
| 5Y | +59.5% | +174.3% | -114.9% | +11.6% |
| 10Y | +222.2% | +744.0% | -521.8% | +70.0% |
| All | +222.2% | +746.3% | -524.1% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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