+70.7%
PNR vs ACWI
+228.5%
-157.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.1% |
| 7D | -3.0% | +1.1% | -4.1% | -4.2% |
| 30D | -14.9% | -0.2% | -14.7% | -14.7% |
| 3M | -19.0% | +4.7% | -23.7% | -23.4% |
| 6M | -35.9% | +14.5% | -50.4% | -45.6% |
| YTD | -43.1% | +14.6% | -57.8% | -51.8% |
| 1Y | -46.4% | +21.4% | -67.8% | -57.5% |
| 3Y | -10.8% | +77.6% | -88.4% | -54.6% |
| 5Y | -18.9% | +68.1% | -86.9% | -55.6% |
| All | +70.7% | +228.5% | -157.8% | -58.8% |
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