+50.1%
IEFA vs PFGC
+105.5%
-55.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -2.4% | -4.8% | +2.4% | -1.2% |
| 30D | -2.1% | -17.2% | +15.1% | +2.4% |
| 3M | +5.5% | -6.3% | +11.9% | +6.9% |
| 6M | +8.1% | +8.8% | -0.7% | +5.2% |
| YTD | +11.9% | +4.9% | +7.0% | +9.5% |
| 1Y | +18.1% | -9.5% | +27.6% | +19.7% |
| 3Y | +65.5% | +59.6% | +5.9% | +42.3% |
| 5Y | +50.1% | +113.5% | -63.5% | +18.1% |
| All | +50.1% | +105.5% | -55.5% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling