+395.7%
EFA vs PCG
+42.4%
+353.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | +0.6% | -13.9% | +14.4% | +2.2% |
| 30D | +0.9% | -16.9% | +17.7% | +2.9% |
| 3M | +4.9% | -14.7% | +19.6% | +6.5% |
| 6M | +8.6% | -23.8% | +32.4% | +11.9% |
| YTD | +14.6% | -10.5% | +25.1% | +15.5% |
| 1Y | +22.6% | -5.1% | +27.7% | +22.4% |
| 3Y | +66.5% | -11.6% | +78.1% | +66.9% |
| 5Y | +54.5% | +59.0% | -4.5% | +42.5% |
| 10Y | +144.8% | -75.7% | +220.5% | +176.0% |
| All | +395.7% | +42.4% | +353.3% | +249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling