+51.4%
IEFA vs PH
+249.1%
-197.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.1% | -10.3% | +9.2% | +2.6% |
| 3M | +5.1% | +5.1% | 0.0% | +2.9% |
| 6M | +9.3% | +2.3% | +7.0% | +7.7% |
| YTD | +13.0% | +8.7% | +4.3% | +8.8% |
| 1Y | +19.2% | +26.8% | -7.6% | +8.3% |
| 3Y | +67.0% | +139.2% | -72.2% | +14.7% |
| All | +51.4% | +249.1% | -197.7% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling