+18.0%
IEFA vs PH
+25.3%
-7.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | -1.5% | -11.0% | +9.5% | +1.6% |
| 3M | +3.4% | +5.5% | -2.1% | +1.3% |
| 6M | +9.5% | +1.5% | +8.0% | +7.8% |
| YTD | +13.0% | +8.8% | +4.3% | +9.9% |
| 1Y | +18.0% | +24.5% | -6.5% | +12.6% |
| All | +18.0% | +25.3% | -7.3% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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