+48.5%
PFE vs ACWI
+225.4%
-176.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -2.1% | +2.7% | -4.8% | -3.6% |
| 30D | +3.1% | -2.6% | +5.7% | +4.5% |
| 3M | +11.2% | -3.2% | +14.3% | +13.0% |
| 6M | +15.0% | +1.9% | +13.2% | +13.3% |
| YTD | +23.5% | +11.3% | +12.2% | +15.2% |
| 1Y | +18.9% | +11.7% | +7.2% | +10.7% |
| 3Y | +18.7% | +74.4% | -55.7% | -16.0% |
| 5Y | -24.0% | +59.5% | -83.5% | -43.8% |
| All | +48.5% | +225.4% | -176.9% | -29.9% |
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