+14.8%
PL vs ACWI
+68.1%
-53.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.8% | -6.3% | -2.4% |
| 7D | -20.5% | -4.0% | -16.5% | -13.5% |
| 30D | -38.8% | -5.8% | -33.0% | -30.4% |
| 3M | -49.1% | -5.0% | -44.1% | -43.0% |
| 6M | -69.4% | +0.7% | -70.1% | -68.4% |
| YTD | -42.3% | +8.4% | -50.8% | -48.6% |
| 1Y | -14.2% | +10.1% | -24.3% | -25.3% |
| 3Y | +398.7% | +70.8% | +327.9% | +121.2% |
| 5Y | +11.1% | +55.4% | -44.2% | -40.7% |
| All | +14.8% | +68.1% | -53.3% | -38.9% |
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 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