+30.3%
PG vs ACWI
+61.3%
-31.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +10.2% | -2.0% | +12.2% | +10.7% |
| 3M | +16.2% | -2.2% | +18.4% | +16.8% |
| 6M | +18.6% | +1.9% | +16.7% | +17.6% |
| YTD | +20.4% | +12.0% | +8.4% | +15.7% |
| 1Y | +16.2% | +12.5% | +3.6% | +11.4% |
| 3Y | +19.9% | +75.4% | -55.5% | -4.3% |
| 5Y | +30.3% | +61.5% | -31.2% | +4.0% |
| All | +30.3% | +61.3% | -31.0% | +4.0% |
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