+356.8%
ACWI vs PHM
+919.7%
-562.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.5% | -3.2% | +3.7% | +1.4% |
| 30D | +0.9% | -6.4% | +7.3% | +2.6% |
| 3M | +2.4% | +5.5% | -3.1% | +0.5% |
| 6M | +12.4% | -5.4% | +17.8% | +13.3% |
| YTD | +15.2% | +6.6% | +8.6% | +12.1% |
| 1Y | +22.7% | -8.8% | +31.6% | +24.1% |
| 3Y | +75.8% | +54.1% | +21.7% | +50.3% |
| 5Y | +67.7% | +144.5% | -76.8% | +23.5% |
| 10Y | +229.0% | +569.4% | -340.4% | +72.8% |
| All | +356.8% | +919.7% | -562.9% | +73.3% |
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