+508.4%
PEP vs EFA
+375.7%
+132.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +2.9% | +2.2% | +0.7% | +1.9% |
| 30D | +12.5% | +1.4% | +11.1% | +11.8% |
| 3M | +4.5% | -4.2% | +8.7% | +6.3% |
| 6M | -0.5% | +1.9% | -2.4% | -1.7% |
| YTD | +4.4% | +10.2% | -5.8% | -0.6% |
| 1Y | +4.4% | +12.8% | -8.4% | -1.7% |
| 3Y | -3.4% | +65.2% | -68.6% | -23.8% |
| 5Y | +5.2% | +49.8% | -44.7% | -14.2% |
| 10Y | +92.1% | +145.2% | -53.0% | +25.7% |
| All | +508.4% | +375.7% | +132.7% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling