+1,827.1%
PWR vs ACWI
+219.0%
+1,608.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -12.9% | -2.4% | -10.5% | -10.2% |
| 30D | -22.8% | -5.2% | -17.7% | -17.4% |
| 3M | -19.0% | -4.8% | -14.2% | -13.6% |
| 6M | -31.1% | -1.3% | -29.8% | -29.3% |
| YTD | +28.3% | +8.4% | +19.9% | +17.9% |
| 1Y | +22.2% | +11.0% | +11.2% | +9.4% |
| 3Y | +222.2% | +70.6% | +151.6% | +78.2% |
| 5Y | +364.2% | +55.3% | +308.8% | +187.5% |
| All | +1,827.1% | +219.0% | +1,608.1% | +401.0% |
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