+162.8%
PEG vs ACWI
+220.7%
-57.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +2.6% | -0.2% | +2.7% | +2.6% |
| 30D | +3.3% | -3.3% | +6.6% | +5.3% |
| 3M | +1.1% | -3.4% | +4.5% | +3.1% |
| 6M | -1.4% | +0.8% | -2.3% | -2.4% |
| YTD | -4.6% | +10.7% | -15.3% | -11.3% |
| 1Y | -7.2% | +11.6% | -18.8% | -14.2% |
| 3Y | +33.7% | +73.4% | -39.6% | -8.0% |
| 5Y | +40.8% | +60.2% | -19.4% | +0.8% |
| 10Y | +162.8% | +221.6% | -58.8% | +10.3% |
| All | +162.8% | +220.7% | -57.9% | +10.3% |
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 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