+4.4%
PEP vs IEFA
+47.3%
-42.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.3% |
| 30D | +12.5% | +1.1% | +11.4% | +12.2% |
| 3M | +4.5% | -4.3% | +8.8% | +5.7% |
| 6M | -0.5% | +1.4% | -1.9% | -1.1% |
| YTD | +4.4% | +10.1% | -5.7% | +1.1% |
| 1Y | +4.4% | +12.9% | -8.5% | +0.3% |
| 3Y | -3.4% | +65.8% | -69.2% | -19.1% |
| All | +4.4% | +47.3% | -42.9% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling