+12.8%
EFA vs PCG
-20.1%
+32.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | +1.6% | -0.5% | +2.0% | +1.6% |
| 3M | -3.2% | -24.0% | +20.8% | -1.3% |
| 6M | +2.5% | -18.6% | +21.1% | +3.2% |
| YTD | +10.7% | -17.7% | +28.4% | +13.4% |
| 1Y | +12.8% | -20.0% | +32.8% | +16.7% |
| All | +12.8% | -20.1% | +32.8% | +16.7% |
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