+43.6%
IEFA vs PPL
+47.9%
-4.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -1.5% | +5.4% | -6.9% | -3.1% |
| 3M | -5.2% | +4.3% | -9.5% | -6.5% |
| 6M | -1.6% | -1.3% | -0.3% | -1.5% |
| YTD | +7.7% | +4.7% | +3.0% | +5.4% |
| 1Y | +12.2% | +1.3% | +11.0% | +11.1% |
| 3Y | +62.1% | +57.2% | +4.8% | +34.1% |
| All | +43.6% | +47.9% | -4.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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