+363.8%
PNR vs ACWI
+339.1%
+24.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -0.1% | -0.2% | 0.0% | 0.0% |
| 30D | +33.4% | -3.3% | +36.6% | +38.2% |
| 3M | +4.9% | -3.4% | +8.3% | +8.7% |
| 6M | -8.5% | +0.8% | -9.3% | -9.8% |
| YTD | -32.1% | +10.7% | -42.8% | -39.6% |
| 1Y | -35.0% | +11.6% | -46.6% | -42.6% |
| 3Y | +17.6% | +73.4% | -55.8% | -35.3% |
| 5Y | +0.9% | +60.2% | -59.3% | -38.9% |
| 10Y | +101.4% | +221.6% | -120.2% | -40.7% |
| All | +363.8% | +339.1% | +24.7% | +0.1% |
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