+48.8%
PFE vs ACWI
+224.5%
-175.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.7% | +2.4% | -4.1% | -3.1% |
| 30D | +0.3% | -1.7% | +2.0% | +1.2% |
| 3M | +9.4% | -3.9% | +13.3% | +11.7% |
| 6M | +14.9% | +0.8% | +14.1% | +13.8% |
| YTD | +23.8% | +11.0% | +12.8% | +15.7% |
| 1Y | +19.5% | +13.1% | +6.4% | +10.5% |
| 3Y | +21.0% | +73.9% | -52.8% | -14.2% |
| 5Y | -23.9% | +59.0% | -82.9% | -43.6% |
| All | +48.8% | +224.5% | -175.7% | -29.6% |
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