+61.8%
PCG vs IEFA
+52.0%
+9.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +4.0% |
| 7D | +5.4% | +1.2% | +4.2% | +4.6% |
| 30D | -15.1% | -0.6% | -14.5% | -14.8% |
| 3M | -9.8% | +6.2% | -16.0% | -13.6% |
| 6M | -18.0% | +11.2% | -29.2% | -24.2% |
| YTD | -7.2% | +14.2% | -21.4% | -16.1% |
| 1Y | +2.9% | +20.0% | -17.2% | -10.3% |
| 3Y | -11.1% | +68.8% | -79.9% | -40.7% |
| 5Y | +61.8% | +52.7% | +9.1% | +16.7% |
| All | +61.8% | +52.0% | +9.7% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling