+148.4%
PM vs ACWI
+70.4%
+78.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -4.2% |
| 7D | -3.4% | -4.0% | +0.7% | -2.9% |
| 30D | +5.8% | -5.8% | +11.6% | +6.5% |
| 3M | +6.7% | -5.0% | +11.7% | +7.2% |
| 6M | +19.9% | +0.7% | +19.2% | +19.3% |
| YTD | +27.8% | +8.4% | +19.4% | +25.4% |
| 1Y | +39.4% | +10.1% | +29.3% | +36.4% |
| All | +148.4% | +70.4% | +78.0% | +102.4% |
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