+19.3%
EFA vs PCG
-1.5%
+20.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -0.8% |
| 7D | -0.5% | +6.5% | -6.9% | -1.0% |
| 30D | -1.3% | -16.7% | +15.4% | 0.0% |
| 3M | +5.2% | -14.2% | +19.4% | +6.1% |
| 6M | +9.4% | -21.5% | +30.8% | +12.0% |
| YTD | +12.7% | -11.2% | +23.9% | +14.2% |
| 1Y | +19.3% | -4.2% | +23.5% | +19.6% |
| All | +19.3% | -1.5% | +20.8% | +19.6% |
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