+144.6%
IEFA vs PFGC
+292.9%
-148.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.6% | -4.8% | +3.2% | -0.7% |
| 30D | -1.5% | -12.5% | +11.0% | +0.9% |
| 3M | +3.4% | -9.7% | +13.1% | +5.1% |
| 6M | +9.5% | +7.0% | +2.5% | +7.8% |
| YTD | +13.0% | +4.5% | +8.6% | +11.5% |
| 1Y | +18.0% | -11.6% | +29.6% | +19.8% |
| 3Y | +65.4% | +58.5% | +6.9% | +50.0% |
| 5Y | +51.6% | +112.6% | -61.0% | +28.8% |
| All | +144.6% | +292.9% | -148.3% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling