-20.2%
PFE vs ACWI
+58.8%
-79.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -1.6% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | +3.4% | -2.8% | +6.2% | +4.5% |
| 3M | +9.2% | -3.2% | +12.4% | +10.6% |
| 6M | +15.8% | +1.3% | +14.5% | +14.8% |
| YTD | +23.4% | +11.2% | +12.2% | +17.2% |
| 1Y | +25.8% | +13.8% | +12.1% | +18.3% |
| 3Y | +17.8% | +76.2% | -58.3% | -8.5% |
| 5Y | -20.2% | +59.5% | -79.7% | -44.5% |
| All | -20.2% | +58.8% | -79.0% | -44.5% |
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