+159.0%
PM vs ACWI
+59.2%
+99.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -6.6% | -0.2% | -6.5% | -6.6% |
| 30D | -3.4% | -3.3% | -0.2% | -2.5% |
| 3M | +5.3% | -3.4% | +8.7% | +6.3% |
| 6M | +15.5% | +0.8% | +14.7% | +14.7% |
| YTD | +24.3% | +10.7% | +13.6% | +19.2% |
| 1Y | +29.7% | +11.6% | +18.1% | +24.0% |
| 3Y | +144.9% | +73.4% | +71.5% | +90.3% |
| 5Y | +159.0% | +60.2% | +98.8% | +97.6% |
| All | +159.0% | +59.2% | +99.9% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling