+1,703.9%
PH vs ACWI
+330.1%
+1,373.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.9% | +2.6% |
| 7D | -3.9% | -4.0% | +0.1% | +0.7% |
| 30D | -9.4% | -5.8% | -3.6% | -2.8% |
| 3M | -10.3% | -5.0% | -5.3% | -4.8% |
| 6M | +2.7% | +0.7% | +2.0% | +1.3% |
| YTD | +2.1% | +8.4% | -6.3% | -8.0% |
| 1Y | +16.2% | +10.1% | +6.1% | +2.6% |
| 3Y | +129.3% | +70.8% | +58.5% | +21.5% |
| 5Y | +191.7% | +55.4% | +136.4% | +74.5% |
| 10Y | +759.2% | +223.3% | +535.9% | +137.1% |
| All | +1,703.9% | +330.1% | +1,373.8% | +265.3% |
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