+212.3%
IEFA vs PSX
+826.0%
-613.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.5% | +1.8% | -2.3% | -0.9% |
| 30D | -1.1% | +21.6% | -22.7% | -5.8% |
| 3M | +5.1% | +46.5% | -41.4% | -4.7% |
| 6M | +9.3% | +62.0% | -52.7% | -4.0% |
| YTD | +13.0% | +106.3% | -93.4% | -7.1% |
| 1Y | +19.2% | +103.0% | -83.8% | -1.9% |
| 3Y | +67.0% | +135.5% | -68.6% | +29.0% |
| 5Y | +51.1% | +368.5% | -317.4% | -6.9% |
| 10Y | +146.5% | +386.6% | -240.1% | +37.2% |
| All | +212.3% | +826.0% | -613.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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