+58.1%
PBR vs ACWI
+330.0%
-271.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -16.0% | -2.4% | -13.6% | -13.2% |
| 30D | -22.8% | -5.2% | -17.6% | -16.9% |
| 3M | +3.0% | -4.8% | +7.8% | +9.6% |
| 6M | -8.1% | -1.3% | -6.8% | -8.6% |
| YTD | +63.1% | +8.4% | +54.8% | +37.8% |
| 1Y | +59.3% | +11.0% | +48.2% | +29.2% |
| 3Y | +66.1% | +70.6% | -4.4% | -33.8% |
| 5Y | +495.8% | +55.3% | +440.5% | +159.1% |
| 10Y | +514.7% | +223.2% | +291.5% | -11.0% |
| All | +58.1% | +330.0% | -271.9% | -81.5% |
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 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