+112.7%
PG vs ACWI
+230.9%
-118.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.6% |
| 7D | -2.7% | -1.9% | -0.7% | -1.8% |
| 30D | -1.5% | -1.3% | -0.2% | -1.0% |
| 3M | -3.4% | +5.0% | -8.3% | -5.8% |
| 6M | -7.0% | +11.7% | -18.7% | -12.2% |
| YTD | +2.0% | +13.0% | -11.0% | -4.4% |
| 1Y | -6.5% | +19.2% | -25.7% | -14.8% |
| 3Y | +1.2% | +75.0% | -73.9% | -26.0% |
| 5Y | +12.8% | +67.1% | -54.3% | -16.2% |
| All | +112.7% | +230.9% | -118.1% | +1.3% |
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