+78.6%
PR vs ACWI
+77.2%
+1.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -7.8% |
| 7D | -12.1% | -0.5% | -11.6% | -11.9% |
| 30D | +0.9% | -1.6% | +2.5% | +2.0% |
| 3M | +10.1% | -1.3% | +11.5% | +10.8% |
| 6M | +1.1% | +5.8% | -4.7% | -5.5% |
| YTD | +63.7% | +12.7% | +50.9% | +41.1% |
| 1Y | +87.0% | +15.0% | +72.0% | +56.6% |
| All | +78.6% | +77.2% | +1.4% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling