-22.2%
PFE vs EFA
+54.2%
-76.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -2.7% | +1.2% | -3.9% | -3.2% |
| 30D | +3.8% | -0.7% | +4.6% | +4.2% |
| 3M | +10.4% | +6.4% | +4.0% | +7.2% |
| 6M | +6.3% | +11.4% | -5.1% | +0.8% |
| YTD | +17.4% | +14.0% | +3.4% | +10.1% |
| 1Y | +21.1% | +20.2% | +0.9% | +11.0% |
| 3Y | -1.6% | +68.2% | -69.8% | -21.9% |
| 5Y | -22.2% | +54.8% | -77.0% | -41.2% |
| All | -22.2% | +54.2% | -76.4% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling