+475.7%
PEP vs EFA
+394.8%
+80.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | +0.2% | +0.9% | -0.6% | -0.2% |
| 3M | -1.1% | +4.9% | -6.0% | -3.3% |
| 6M | -13.5% | +8.6% | -22.0% | -16.9% |
| YTD | -1.2% | +14.6% | -15.8% | -7.4% |
| 1Y | -1.6% | +22.6% | -24.2% | -10.6% |
| 3Y | -12.5% | +66.5% | -79.0% | -31.1% |
| 5Y | +3.0% | +54.5% | -51.5% | -17.0% |
| 10Y | +73.9% | +144.8% | -70.9% | +13.8% |
| All | +475.7% | +394.8% | +80.9% | +142.8% |
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 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