+157.6%
IEFA vs PR
+169.5%
-11.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +0.6% | +2.9% | -2.3% | +0.4% |
| 30D | +1.0% | +18.0% | -17.0% | 0.0% |
| 3M | +4.7% | +16.9% | -12.1% | +3.6% |
| 6M | +8.6% | +28.2% | -19.6% | +6.7% |
| YTD | +14.8% | +69.3% | -54.5% | +10.9% |
| 1Y | +22.6% | +69.5% | -46.9% | +18.3% |
| 3Y | +67.0% | +81.7% | -14.7% | +59.3% |
| 5Y | +52.3% | +422.2% | -370.0% | +35.5% |
| 10Y | +147.3% | +110.4% | +37.0% | +129.8% |
| All | +157.6% | +169.5% | -11.9% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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