-20.6%
PFE vs ACWI
+55.1%
-75.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.9% | -1.4% |
| 7D | -0.2% | -4.0% | +3.8% | +1.5% |
| 30D | +8.7% | -5.8% | +14.5% | +11.3% |
| 3M | +15.8% | -5.0% | +20.8% | +18.2% |
| 6M | +16.8% | +0.7% | +16.1% | +16.0% |
| YTD | +26.2% | +8.4% | +17.8% | +21.1% |
| 1Y | +29.9% | +10.1% | +19.8% | +23.8% |
| 3Y | +15.9% | +70.8% | -54.8% | -8.9% |
| 5Y | -20.6% | +55.4% | -76.0% | -45.5% |
| All | -20.6% | +55.1% | -75.7% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling