-13.8%
PEP vs IEFA
+67.4%
-81.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +0.7% | -0.6% | +1.2% | +0.7% |
| 3M | -0.5% | +6.2% | -6.7% | -1.6% |
| 6M | -11.3% | +11.2% | -22.5% | -13.2% |
| YTD | -0.6% | +14.2% | -14.8% | -3.3% |
| 1Y | +1.7% | +20.0% | -18.4% | -2.3% |
| All | -13.8% | +67.4% | -81.1% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling