+268.2%
PM vs ACWI
+225.4%
+42.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.5% |
| 7D | -2.4% | +2.7% | -5.1% | -4.0% |
| 30D | -1.3% | -2.6% | +1.3% | +0.1% |
| 3M | +6.5% | -3.2% | +9.7% | +8.3% |
| 6M | +7.0% | +1.9% | +5.1% | +4.9% |
| YTD | +25.8% | +11.3% | +14.4% | +16.5% |
| 1Y | +30.9% | +11.7% | +19.2% | +20.9% |
| 3Y | +148.0% | +74.4% | +73.6% | +65.9% |
| 5Y | +161.2% | +59.5% | +101.7% | +84.7% |
| All | +268.2% | +225.4% | +42.8% | +46.3% |
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