+18.0%
IEFA vs PFG
+49.5%
-31.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.8% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | -1.5% | +2.9% | -4.4% | -2.2% |
| 3M | +3.4% | +6.7% | -3.3% | +1.5% |
| 6M | +9.5% | +33.8% | -24.3% | +0.6% |
| YTD | +13.0% | +35.0% | -21.9% | +3.5% |
| 1Y | +18.0% | +46.4% | -28.4% | +6.9% |
| All | +18.0% | +49.5% | -31.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling