-1.6%
PEP vs EFA
+2.4%
-4.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.3% |
| 7D | +1.1% | -1.0% | +2.1% | +0.8% |
| 30D | +13.6% | +1.6% | +12.1% | +13.8% |
| 3M | +5.1% | -3.2% | +8.3% | +3.6% |
| 6M | -1.6% | +2.5% | -4.1% | -0.4% |
| All | -1.6% | +2.4% | -4.0% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling