+1,846.0%
PH vs ACWI
+356.8%
+1,489.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.6% |
| 30D | -3.2% | +0.9% | -4.1% | -4.3% |
| 3M | +10.6% | +2.4% | +8.2% | +7.2% |
| 6M | -2.1% | +12.4% | -14.5% | -15.3% |
| YTD | +10.2% | +15.2% | -5.0% | -7.6% |
| 1Y | +28.2% | +22.7% | +5.5% | -0.5% |
| 3Y | +134.9% | +75.8% | +59.1% | +20.6% |
| 5Y | +253.6% | +67.7% | +185.9% | +93.5% |
| 10Y | +804.7% | +229.0% | +575.7% | +143.7% |
| All | +1,846.0% | +356.8% | +1,489.2% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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