+50.1%
IEFA vs PBF
+785.3%
-735.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | -2.4% | +2.3% | -4.7% | -2.5% |
| 30D | -2.1% | +11.6% | -13.7% | -2.7% |
| 3M | +5.5% | +81.7% | -76.2% | +2.2% |
| 6M | +8.1% | +96.4% | -88.3% | +3.6% |
| YTD | +11.9% | +189.5% | -177.6% | +4.0% |
| 1Y | +18.1% | +180.7% | -162.7% | +9.5% |
| 3Y | +65.5% | +56.6% | +8.8% | +55.9% |
| 5Y | +50.1% | +802.0% | -751.9% | +23.7% |
| All | +50.1% | +785.3% | -735.3% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 5y: compounded portfolio wealth divided by compounded PBF 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…
5y analysis · Full analysis span regression · 6 months rolling