+4.6%
PEP vs EFA
+54.9%
-50.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +0.7% | -0.7% | +1.4% | +0.8% |
| 3M | -0.5% | +6.4% | -6.9% | -2.3% |
| 6M | -11.3% | +11.4% | -22.7% | -14.3% |
| YTD | -0.6% | +14.0% | -14.6% | -4.7% |
| 1Y | +1.7% | +20.2% | -18.6% | -4.2% |
| 3Y | -12.5% | +68.2% | -80.7% | -27.1% |
| All | +4.6% | +54.9% | -50.3% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling