+32.5%
PFE vs EFA
+144.2%
-111.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | 0.0% |
| 7D | -4.0% | -2.4% | -1.7% | -2.8% |
| 30D | +3.9% | -2.2% | +6.1% | +5.2% |
| 3M | +9.9% | +5.7% | +4.2% | +6.4% |
| 6M | +5.3% | +8.2% | -2.9% | +0.3% |
| YTD | +16.8% | +11.8% | +5.0% | +9.2% |
| 1Y | +20.4% | +18.3% | +2.1% | +9.1% |
| 3Y | -2.1% | +64.9% | -67.0% | -26.8% |
| 5Y | -21.0% | +52.4% | -73.4% | -38.9% |
| All | +32.5% | +144.2% | -111.7% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling