+212.6%
IEFA vs PNR
+159.5%
+53.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -6.0% | +4.5% | +0.6% |
| 30D | -1.5% | -14.0% | +12.5% | +3.8% |
| 3M | +3.4% | -21.7% | +25.1% | +11.6% |
| 6M | +9.5% | -37.3% | +46.8% | +27.7% |
| YTD | +13.0% | -45.1% | +58.2% | +37.8% |
| 1Y | +18.0% | -49.1% | +67.1% | +47.8% |
| 3Y | +65.4% | -14.8% | +80.2% | +66.6% |
| 5Y | +51.6% | -21.0% | +72.6% | +53.2% |
| 10Y | +146.7% | +64.7% | +82.0% | +76.6% |
| All | +212.6% | +159.5% | +53.1% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling