+107.3%
PR vs ACWI
+228.2%
-120.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +0.5% | +2.4% | +2.3% |
| 30D | +18.0% | +0.9% | +17.2% | +16.7% |
| 3M | +16.9% | +2.4% | +14.5% | +12.6% |
| 6M | +28.2% | +12.4% | +15.8% | +8.4% |
| YTD | +69.3% | +15.2% | +54.2% | +38.5% |
| 1Y | +69.5% | +22.7% | +46.8% | +27.3% |
| 3Y | +81.7% | +75.8% | +5.9% | -12.9% |
| 5Y | +422.2% | +67.7% | +354.5% | +171.3% |
| All | +107.3% | +228.2% | -120.9% | -6.2% |
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