+339.1%
ACWI vs PHM
+972.4%
-633.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.6% |
| 7D | -0.2% | +2.9% | -3.1% | -1.0% |
| 30D | -3.3% | +16.5% | -19.8% | -7.4% |
| 3M | -3.4% | +0.6% | -4.0% | -4.0% |
| 6M | +0.8% | +11.6% | -10.8% | -2.9% |
| YTD | +10.7% | +12.1% | -1.4% | +6.0% |
| 1Y | +11.6% | +9.6% | +2.0% | +7.3% |
| 3Y | +73.4% | +62.3% | +11.1% | +46.1% |
| 5Y | +60.2% | +170.4% | -110.2% | +14.7% |
| 10Y | +221.6% | +683.0% | -461.4% | +61.6% |
| All | +339.1% | +972.4% | -633.3% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling