+223.9%
PR vs ACWI
+55.1%
+168.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -0.7% |
| 7D | -16.5% | -4.0% | -12.5% | -12.9% |
| 30D | -4.5% | -5.8% | +1.3% | +1.7% |
| 3M | +8.5% | -5.0% | +13.6% | +14.1% |
| 6M | -3.3% | +0.7% | -4.0% | -6.3% |
| YTD | +55.7% | +8.4% | +47.3% | +35.4% |
| 1Y | +82.0% | +10.1% | +71.9% | +54.5% |
| 3Y | +62.5% | +70.8% | -8.3% | -24.5% |
| 5Y | +223.9% | +55.4% | +168.5% | +100.4% |
| All | +223.9% | +55.1% | +168.8% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling