+26.8%
PL vs ACWI
+68.0%
-41.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.4% | +10.5% |
| 7D | -6.8% | -2.4% | -4.5% | -2.2% |
| 30D | -29.3% | -5.2% | -24.1% | -20.8% |
| 3M | -44.8% | -4.8% | -39.9% | -38.3% |
| 6M | -68.4% | -1.3% | -67.1% | -66.1% |
| YTD | -36.4% | +8.4% | -44.7% | -43.2% |
| 1Y | +0.7% | +11.0% | -10.3% | -13.8% |
| 3Y | +455.3% | +70.6% | +384.8% | +146.8% |
| 5Y | +22.7% | +55.3% | -32.6% | -34.6% |
| All | +26.8% | +68.0% | -41.3% | -32.5% |
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