+83.0%
PL vs ACWI
+78.5%
+4.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -9.3% | +0.5% | -9.8% | -10.4% |
| 30D | -18.9% | +0.9% | -19.8% | -20.3% |
| 3M | -58.4% | +2.4% | -60.8% | -59.4% |
| 6M | -30.3% | +12.4% | -42.7% | -43.0% |
| YTD | -8.1% | +15.2% | -23.3% | -28.2% |
| 1Y | +180.5% | +22.7% | +157.8% | +96.4% |
| 3Y | +444.1% | +75.8% | +368.4% | +122.9% |
| 5Y | +83.0% | +67.7% | +15.3% | -14.6% |
| All | +83.0% | +78.5% | +4.5% | -14.7% |
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