+566.9%
PBR vs ACWI
+225.4%
+341.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +2.3% |
| 7D | -3.7% | +2.7% | -6.4% | -7.0% |
| 30D | -29.0% | -2.6% | -26.4% | -27.2% |
| 3M | +4.9% | -3.2% | +8.1% | +8.1% |
| 6M | -8.4% | +1.9% | -10.3% | -12.5% |
| YTD | +59.4% | +11.3% | +48.0% | +33.7% |
| 1Y | +45.5% | +11.7% | +33.8% | +21.3% |
| 3Y | +67.4% | +74.4% | -7.0% | -27.1% |
| 5Y | +453.0% | +59.5% | +393.5% | +168.6% |
| All | +566.9% | +225.4% | +341.6% | -2.8% |
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