+19.3%
PFE vs IEFA
+18.9%
+0.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.2% |
| 7D | -2.6% | -1.6% | -1.0% | -1.9% |
| 30D | +5.4% | -1.5% | +6.9% | +6.1% |
| 3M | +7.8% | +3.4% | +4.4% | +6.0% |
| 6M | +5.0% | +9.5% | -4.5% | +0.1% |
| YTD | +17.1% | +13.0% | +4.0% | +6.6% |
| 1Y | +19.3% | +18.0% | +1.3% | +2.8% |
| All | +19.3% | +18.9% | +0.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling