+143.9%
PM vs ACWI
+70.3%
+73.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | -2.4% | -2.9% | -4.9% |
| 30D | +2.7% | -5.2% | +7.9% | +3.2% |
| 3M | +5.2% | -4.8% | +10.1% | +5.7% |
| 6M | +17.0% | -1.3% | +18.3% | +16.9% |
| YTD | +25.5% | +8.4% | +17.1% | +23.1% |
| 1Y | +35.5% | +11.0% | +24.5% | +32.4% |
| 3Y | +143.9% | +70.6% | +73.4% | +98.7% |
| All | +143.9% | +70.3% | +73.6% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling