+60.6%
PFE vs ACWI
+219.0%
-158.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.7% | -2.4% | -1.4% | -2.4% |
| 30D | +5.0% | -5.2% | +10.2% | +8.1% |
| 3M | +12.2% | -4.8% | +17.0% | +15.2% |
| 6M | +14.6% | -1.3% | +15.9% | +14.9% |
| YTD | +24.1% | +8.4% | +15.7% | +17.6% |
| 1Y | +26.6% | +11.0% | +15.5% | +18.2% |
| 3Y | +14.3% | +70.6% | -56.2% | -18.1% |
| 5Y | -21.9% | +55.3% | -77.2% | -41.4% |
| All | +60.6% | +219.0% | -158.4% | -25.1% |
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