+495.1%
PEP vs EFA
+375.0%
+120.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.9% |
| 30D | +11.8% | +0.5% | +11.2% | +11.4% |
| 3M | +3.7% | -4.1% | +7.8% | +5.4% |
| 6M | -4.3% | +2.4% | -6.8% | -5.7% |
| YTD | +2.1% | +10.0% | -7.9% | -2.7% |
| 1Y | +2.5% | +11.4% | -8.9% | -2.9% |
| 3Y | -5.0% | +65.4% | -70.4% | -25.1% |
| 5Y | +2.9% | +49.6% | -46.7% | -16.0% |
| 10Y | +87.9% | +144.8% | -56.9% | +23.0% |
| All | +495.1% | +375.0% | +120.1% | +155.1% |
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