+202.5%
IEFA vs PBF
+317.1%
-114.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.9% |
| 7D | +1.2% | +2.4% | -1.2% | +0.9% |
| 30D | -0.6% | +24.9% | -25.4% | -2.9% |
| 3M | +6.2% | +81.9% | -75.6% | -0.4% |
| 6M | +11.2% | +79.4% | -68.2% | +3.5% |
| YTD | +14.2% | +188.3% | -174.1% | +0.6% |
| 1Y | +20.0% | +177.3% | -157.2% | +5.5% |
| 3Y | +68.8% | +56.0% | +12.8% | +53.8% |
| 5Y | +52.7% | +804.0% | -751.4% | +8.6% |
| 10Y | +144.2% | +334.1% | -189.9% | +63.5% |
| All | +202.5% | +317.1% | -114.6% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling