+65.2%
PR vs ACWI
+219.0%
-153.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -16.4% | -2.4% | -14.1% | -14.2% |
| 30D | -1.9% | -5.2% | +3.3% | +4.1% |
| 3M | +8.0% | -4.8% | +12.8% | +13.6% |
| 6M | +4.1% | -1.3% | +5.4% | +3.7% |
| YTD | +58.7% | +8.4% | +50.3% | +38.2% |
| 1Y | +75.8% | +11.0% | +64.8% | +48.1% |
| 3Y | +73.2% | +70.6% | +2.6% | -15.4% |
| 5Y | +230.1% | +55.3% | +174.8% | +85.0% |
| All | +65.2% | +219.0% | -153.8% | -21.8% |
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