+75.7%
PEP vs EFA
+144.2%
-68.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.4% | -2.4% | +1.0% | -0.2% |
| 30D | -0.2% | -2.2% | +2.0% | +0.9% |
| 3M | -4.3% | +5.7% | -10.0% | -7.2% |
| 6M | -13.2% | +8.2% | -21.4% | -17.2% |
| YTD | -1.9% | +11.8% | -13.7% | -8.1% |
| 1Y | -0.3% | +18.3% | -18.6% | -9.6% |
| 3Y | -13.6% | +64.9% | -78.5% | -36.0% |
| 5Y | +3.4% | +52.4% | -49.0% | -20.1% |
| All | +75.7% | +144.2% | -68.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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