+734.9%
PM vs ACWI
+356.8%
+378.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -4.9% | +0.5% | -5.4% | -5.2% |
| 30D | -3.4% | +0.9% | -4.3% | -3.9% |
| 3M | +5.2% | +2.4% | +2.8% | +3.2% |
| 6M | +3.7% | +12.4% | -8.7% | -4.0% |
| YTD | +15.8% | +15.2% | +0.6% | +5.5% |
| 1Y | +17.4% | +22.7% | -5.3% | +2.6% |
| 3Y | +116.9% | +75.8% | +41.1% | +49.0% |
| 5Y | +117.3% | +67.7% | +49.6% | +51.8% |
| 10Y | +193.8% | +229.0% | -35.2% | +33.2% |
| All | +734.9% | +356.8% | +378.1% | +193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling