+676.1%
PBR vs ACWI
+226.5%
+449.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +17.5% | -0.6% | +18.1% | +18.2% |
| 3M | +20.9% | +4.3% | +16.6% | +13.5% |
| 6M | +20.2% | +12.7% | +7.6% | +0.4% |
| YTD | +84.3% | +13.9% | +70.4% | +51.2% |
| 1Y | +77.1% | +20.5% | +56.6% | +34.1% |
| 3Y | +100.8% | +76.5% | +24.3% | -13.9% |
| 5Y | +556.1% | +67.5% | +488.6% | +194.5% |
| 10Y | +676.1% | +231.8% | +444.2% | -8.9% |
| All | +676.1% | +226.5% | +449.5% | -8.9% |
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