+330.0%
ACWI vs PHM
+987.9%
-658.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.5% |
| 7D | -2.4% | +6.2% | -8.6% | -4.0% |
| 30D | -5.2% | +17.9% | -23.1% | -9.5% |
| 3M | -4.8% | +2.5% | -7.3% | -5.8% |
| 6M | -1.3% | +10.8% | -12.1% | -4.8% |
| YTD | +8.4% | +13.7% | -5.3% | +3.4% |
| 1Y | +11.0% | +12.4% | -1.3% | +6.1% |
| 3Y | +70.6% | +65.6% | +4.9% | +43.0% |
| 5Y | +55.3% | +175.3% | -120.0% | +10.7% |
| 10Y | +223.2% | +713.9% | -490.7% | +60.8% |
| All | +330.0% | +987.9% | -658.0% | +59.8% |
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