+105.9%
PFE vs EFA
+376.6%
-270.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | -0.7% | +1.2% | -1.9% | -1.4% |
| 30D | +5.3% | +0.9% | +4.4% | +4.7% |
| 3M | +10.1% | -3.4% | +13.5% | +12.2% |
| 6M | +18.0% | +2.0% | +16.1% | +16.3% |
| YTD | +25.8% | +10.4% | +15.4% | +18.0% |
| 1Y | +28.4% | +13.3% | +15.2% | +18.8% |
| 3Y | +20.9% | +65.9% | -45.0% | -11.0% |
| 5Y | -21.5% | +51.5% | -73.0% | -39.9% |
| 10Y | +46.2% | +144.1% | -97.9% | -17.0% |
| All | +105.9% | +376.6% | -270.7% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling