+75.7%
PEP vs IEFA
+145.9%
-70.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -1.4% | -2.4% | +1.1% | -0.2% |
| 30D | -0.2% | -2.1% | +1.9% | +0.8% |
| 3M | -4.3% | +5.5% | -9.8% | -7.0% |
| 6M | -13.2% | +8.1% | -21.3% | -17.0% |
| YTD | -1.9% | +11.9% | -13.8% | -8.0% |
| 1Y | -0.3% | +18.1% | -18.4% | -9.3% |
| 3Y | -13.6% | +65.5% | -79.1% | -35.7% |
| 5Y | +3.4% | +50.1% | -46.7% | -18.8% |
| All | +75.7% | +145.9% | -70.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling