+113.9%
PFE vs IEFA
+217.0%
-103.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | +0.6% | +1.2% | +1.4% |
| 30D | +10.2% | +1.0% | +9.2% | +9.6% |
| 3M | +12.7% | +4.7% | +8.0% | +9.6% |
| 6M | +10.5% | +8.6% | +2.0% | +5.1% |
| YTD | +20.2% | +14.8% | +5.3% | +10.7% |
| 1Y | +24.1% | +22.6% | +1.4% | +10.3% |
| 3Y | -3.6% | +67.0% | -70.6% | -28.2% |
| 5Y | -20.9% | +52.3% | -73.1% | -38.7% |
| 10Y | +35.8% | +147.3% | -111.5% | -22.8% |
| All | +113.9% | +217.0% | -103.2% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling