+227.0%
PFE vs ACWI
+356.8%
-129.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | +0.5% | +1.3% | +1.4% |
| 30D | +10.2% | +0.9% | +9.4% | +9.6% |
| 3M | +12.7% | +2.4% | +10.3% | +10.7% |
| 6M | +10.5% | +12.4% | -1.8% | +2.1% |
| YTD | +20.2% | +15.2% | +5.0% | +9.2% |
| 1Y | +24.1% | +22.7% | +1.4% | +8.3% |
| 3Y | -3.6% | +75.8% | -79.3% | -33.9% |
| 5Y | -20.9% | +67.7% | -88.6% | -45.0% |
| 10Y | +35.8% | +229.0% | -193.2% | -41.1% |
| All | +227.0% | +356.8% | -129.9% | +8.9% |
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