+523.4%
PBR vs ACWI
+220.7%
+302.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | -13.3% | -0.2% | -13.1% | -13.4% |
| 30D | -27.7% | -3.3% | -24.5% | -25.2% |
| 3M | +2.7% | -3.4% | +6.1% | +6.1% |
| 6M | -6.7% | +0.8% | -7.5% | -9.6% |
| YTD | +60.9% | +10.7% | +50.2% | +36.0% |
| 1Y | +46.6% | +11.6% | +35.0% | +22.3% |
| 3Y | +69.1% | +73.4% | -4.3% | -25.8% |
| 5Y | +469.6% | +60.2% | +409.4% | +173.5% |
| 10Y | +523.4% | +221.6% | +301.8% | -14.5% |
| All | +523.4% | +220.7% | +302.7% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling