+50.4%
IEFA vs PNR
-21.7%
+72.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -6.0% | +4.5% | +0.3% |
| 30D | -1.5% | -14.0% | +12.5% | +3.1% |
| 3M | +3.4% | -21.7% | +25.1% | +10.5% |
| 6M | +9.5% | -37.3% | +46.8% | +25.5% |
| YTD | +13.0% | -45.1% | +58.2% | +34.9% |
| 1Y | +18.0% | -49.1% | +67.1% | +44.5% |
| 3Y | +65.4% | -14.8% | +80.2% | +64.4% |
| All | +50.4% | -21.7% | +72.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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