+50.1%
IEFA vs PFG
+108.9%
-58.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -2.4% | -3.0% | +0.6% | -1.3% |
| 30D | -2.1% | +2.5% | -4.6% | -3.1% |
| 3M | +5.5% | +6.1% | -0.5% | +2.9% |
| 6M | +8.1% | +31.3% | -23.2% | -2.9% |
| YTD | +11.9% | +33.6% | -21.6% | -0.5% |
| 1Y | +18.1% | +48.5% | -30.4% | +0.5% |
| 3Y | +65.5% | +69.6% | -4.2% | +30.7% |
| 5Y | +50.1% | +111.5% | -61.4% | +6.0% |
| All | +50.1% | +108.9% | -58.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling