+65.4%
IEFA vs PPG
-17.4%
+82.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.6% | -6.2% | +4.7% | +0.7% |
| 30D | -1.5% | -7.9% | +6.4% | +1.4% |
| 3M | +3.4% | -10.2% | +13.6% | +7.0% |
| 6M | +9.5% | +2.7% | +6.8% | +7.5% |
| YTD | +13.0% | +4.9% | +8.2% | +9.6% |
| 1Y | +18.0% | -3.2% | +21.2% | +17.7% |
| 3Y | +65.4% | -17.0% | +82.4% | +69.0% |
| All | +65.4% | -17.4% | +82.7% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling