-76.5%
PCG vs IEFA
+148.0%
-224.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -2.0% | +1.3% | -3.2% | -3.1% |
| 30D | -2.7% | +0.1% | -2.8% | -2.9% |
| 3M | -25.1% | -4.2% | -20.9% | -22.2% |
| 6M | -22.3% | +1.9% | -24.2% | -24.1% |
| YTD | -18.5% | +9.9% | -28.4% | -26.4% |
| 1Y | -21.8% | +11.5% | -33.4% | -30.5% |
| 3Y | -21.0% | +66.0% | -87.0% | -53.1% |
| 5Y | +8.1% | +47.5% | -39.4% | -28.0% |
| All | -76.5% | +148.0% | -224.5% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling