+361.6%
PSX vs ACWI
+224.5%
+137.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +1.0% |
| 7D | +7.8% | +2.4% | +5.4% | +5.2% |
| 30D | -10.9% | -1.7% | -9.2% | -9.5% |
| 3M | +14.5% | -3.9% | +18.4% | +18.7% |
| 6M | +56.1% | +0.8% | +55.3% | +52.4% |
| YTD | +109.6% | +11.0% | +98.5% | +81.6% |
| 1Y | +95.5% | +13.1% | +82.4% | +65.8% |
| 3Y | +156.2% | +73.9% | +82.3% | +32.7% |
| 5Y | +310.0% | +59.0% | +251.0% | +133.0% |
| All | +361.6% | +224.5% | +137.2% | +16.5% |
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