+250.9%
PM vs ACWI
+220.7%
+30.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -6.6% | -0.2% | -6.5% | -6.6% |
| 30D | -3.4% | -3.3% | -0.2% | -1.7% |
| 3M | +5.3% | -3.4% | +8.7% | +7.2% |
| 6M | +15.5% | +0.8% | +14.7% | +14.0% |
| YTD | +24.3% | +10.7% | +13.6% | +15.4% |
| 1Y | +29.7% | +11.6% | +18.1% | +19.8% |
| 3Y | +144.9% | +73.4% | +71.5% | +64.4% |
| 5Y | +159.0% | +60.2% | +98.8% | +82.2% |
| 10Y | +250.9% | +221.6% | +29.4% | +37.2% |
| All | +250.9% | +220.7% | +30.2% | +37.2% |
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