-1.3%
ACWI vs PHM
+9.5%
-10.8%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.2% |
| 7D | -2.4% | +6.2% | -8.6% | -3.1% |
| 30D | -5.2% | +17.9% | -23.1% | -7.2% |
| 3M | -4.8% | +2.5% | -7.3% | -4.9% |
| 6M | -1.3% | +10.8% | -12.1% | -3.6% |
| All | -1.3% | +9.5% | -10.8% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling