+380.2%
EFA vs PCG
+31.4%
+348.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.8% |
| 7D | +1.2% | -1.1% | +2.3% | +1.4% |
| 30D | +1.5% | +0.1% | +1.4% | +1.5% |
| 3M | -3.3% | -24.4% | +21.1% | -0.1% |
| 6M | +2.6% | -17.7% | +20.2% | +4.6% |
| YTD | +11.0% | -17.4% | +28.4% | +13.1% |
| 1Y | +15.1% | -19.4% | +34.5% | +17.5% |
| 3Y | +67.6% | -18.6% | +86.2% | +69.8% |
| 5Y | +50.5% | +10.2% | +40.3% | +45.6% |
| 10Y | +144.8% | -76.7% | +221.5% | +175.3% |
| All | +380.2% | +31.4% | +348.8% | +241.7% |
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 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