+821.7%
PM vs ACWI
+330.1%
+491.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -2.4% |
| 7D | -3.4% | -4.0% | +0.7% | -1.0% |
| 30D | +5.8% | -5.8% | +11.6% | +9.6% |
| 3M | +6.7% | -5.0% | +11.7% | +9.7% |
| 6M | +19.9% | +0.7% | +19.2% | +18.4% |
| YTD | +27.8% | +8.4% | +19.4% | +20.5% |
| 1Y | +39.4% | +10.1% | +29.3% | +30.1% |
| 3Y | +146.9% | +70.8% | +76.1% | +72.0% |
| 5Y | +166.6% | +55.4% | +111.3% | +94.8% |
| 10Y | +242.1% | +223.3% | +18.8% | +56.4% |
| All | +821.7% | +330.1% | +491.6% | +234.8% |
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