+212.6%
IEFA vs PBR
+254.2%
-41.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.6% | +5.4% | -6.9% | -2.4% |
| 30D | -1.5% | +22.9% | -24.4% | -4.6% |
| 3M | +3.4% | +19.6% | -16.2% | +0.4% |
| 6M | +9.5% | +16.5% | -7.0% | +6.3% |
| YTD | +13.0% | +86.7% | -73.6% | +1.8% |
| 1Y | +18.0% | +74.7% | -56.7% | +7.2% |
| 3Y | +65.4% | +102.6% | -37.2% | +45.0% |
| 5Y | +51.6% | +566.6% | -515.0% | +6.8% |
| 10Y | +146.7% | +686.1% | -539.4% | +55.2% |
| All | +212.6% | +254.2% | -41.7% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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