+12.6%
EFA vs PCG
-21.2%
+33.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +1.3% | -2.0% | +3.2% | +1.4% |
| 30D | +0.5% | -2.7% | +3.2% | +0.7% |
| 3M | -4.1% | -25.1% | +20.9% | -2.2% |
| 6M | +2.4% | -22.3% | +24.7% | +4.0% |
| YTD | +10.0% | -18.5% | +28.5% | +12.9% |
| All | +12.6% | -21.2% | +33.8% | +15.7% |
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