+62.1%
PR vs ACWI
+219.2%
-157.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -0.4% |
| 7D | -16.5% | -4.0% | -12.5% | -12.6% |
| 30D | -4.5% | -5.8% | +1.3% | +2.1% |
| 3M | +8.5% | -5.0% | +13.6% | +14.5% |
| 6M | -3.3% | +0.7% | -4.0% | -6.3% |
| YTD | +55.7% | +8.4% | +47.3% | +35.6% |
| 1Y | +82.0% | +10.1% | +71.9% | +54.9% |
| 3Y | +62.5% | +70.8% | -8.3% | -20.7% |
| 5Y | +223.9% | +55.4% | +168.5% | +81.4% |
| All | +62.1% | +219.2% | -157.1% | -23.4% |
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