+217.5%
IEFA vs PH
+1,472.1%
-1,254.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | -3.1% | +3.7% | +1.8% |
| 30D | +1.0% | -3.2% | +4.3% | +2.1% |
| 3M | +4.7% | +10.6% | -5.9% | +0.4% |
| 6M | +8.6% | -2.1% | +10.7% | +8.7% |
| YTD | +14.8% | +10.2% | +4.7% | +9.7% |
| 1Y | +22.6% | +28.2% | -5.6% | +10.2% |
| 3Y | +67.0% | +134.9% | -67.9% | +14.9% |
| 5Y | +52.3% | +253.6% | -201.4% | -13.1% |
| 10Y | +147.3% | +804.7% | -657.4% | -11.6% |
| All | +217.5% | +1,472.1% | -1,254.6% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling