+243.4%
PFE vs ACWI
+330.1%
-86.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.9% | -0.6% |
| 7D | -0.2% | -4.0% | +3.8% | +2.3% |
| 30D | +8.7% | -5.8% | +14.5% | +12.7% |
| 3M | +15.8% | -5.0% | +20.8% | +19.4% |
| 6M | +16.8% | +0.7% | +16.1% | +15.7% |
| YTD | +26.2% | +8.4% | +17.8% | +19.0% |
| 1Y | +29.9% | +10.1% | +19.8% | +21.3% |
| 3Y | +15.9% | +70.8% | -54.8% | -19.2% |
| 5Y | -20.6% | +55.4% | -76.0% | -42.1% |
| 10Y | +65.4% | +223.3% | -158.0% | -27.7% |
| All | +243.4% | +330.1% | -86.7% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling