+98.5%
PNR vs ACWI
+224.5%
-125.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | +0.3% | +2.4% | -2.2% | -2.5% |
| 30D | +31.7% | -1.7% | +33.4% | +34.1% |
| 3M | +2.6% | -3.9% | +6.6% | +7.3% |
| 6M | -6.4% | +0.8% | -7.2% | -7.8% |
| YTD | -33.4% | +11.0% | -44.5% | -41.5% |
| 1Y | -35.1% | +13.1% | -48.2% | -44.2% |
| 3Y | +17.1% | +73.9% | -56.8% | -39.1% |
| 5Y | -3.5% | +59.0% | -62.6% | -43.9% |
| All | +98.5% | +224.5% | -125.9% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling