-0.7%
PFE vs EFA
+64.9%
-65.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -4.3% | -0.5% | -3.8% | -4.1% |
| 30D | +2.7% | -1.3% | +4.0% | +3.4% |
| 3M | +10.0% | +5.2% | +4.8% | +7.1% |
| 6M | +7.2% | +9.4% | -2.2% | +2.0% |
| YTD | +17.3% | +12.7% | +4.6% | +9.7% |
| 1Y | +20.3% | +19.3% | +1.0% | +9.2% |
| All | -0.7% | +64.9% | -65.7% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling