+260.4%
PG vs ACWI
+356.8%
-96.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.9% | +0.5% | +1.4% | +1.6% |
| 30D | -0.2% | +0.9% | -1.1% | -0.7% |
| 3M | +4.8% | +2.4% | +2.4% | +3.3% |
| 6M | -6.1% | +12.4% | -18.5% | -11.7% |
| YTD | +4.5% | +15.2% | -10.7% | -3.1% |
| 1Y | -5.3% | +22.7% | -28.0% | -15.1% |
| 3Y | +2.6% | +75.8% | -73.2% | -24.4% |
| 5Y | +15.6% | +67.7% | -52.1% | -13.6% |
| 10Y | +118.0% | +229.0% | -111.0% | +12.8% |
| All | +260.4% | +356.8% | -96.4% | +40.0% |
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 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