+48.8%
PFE vs EFA
+147.0%
-98.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -1.7% | +2.2% | -3.9% | -2.9% |
| 30D | +0.3% | +1.4% | -1.0% | -0.4% |
| 3M | +9.4% | -4.2% | +13.5% | +11.8% |
| 6M | +14.9% | +1.9% | +13.0% | +13.3% |
| YTD | +23.8% | +10.2% | +13.6% | +16.6% |
| 1Y | +19.5% | +12.8% | +6.7% | +11.1% |
| 3Y | +21.0% | +65.2% | -44.2% | -9.6% |
| 5Y | -23.9% | +49.8% | -73.7% | -40.5% |
| All | +48.8% | +147.0% | -98.2% | -10.8% |
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 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