+16.9%
EFA vs PCG
-14.1%
+30.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.5% |
| 7D | +2.0% | +1.9% | +0.1% | +1.8% |
| 30D | +1.6% | +8.5% | -6.9% | +1.0% |
| 3M | -1.5% | -22.9% | +21.4% | +0.3% |
| 6M | +6.6% | -16.8% | +23.4% | +7.2% |
| YTD | +11.8% | -15.8% | +27.6% | +14.4% |
| 1Y | +16.9% | -16.0% | +32.9% | +20.3% |
| All | +16.9% | -14.1% | +30.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling