+119.9%
PFE vs IEFA
+203.5%
-83.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | -2.1% | +1.3% | -3.4% | -2.8% |
| 30D | +3.1% | +0.1% | +3.0% | +3.0% |
| 3M | +11.2% | -4.2% | +15.4% | +13.7% |
| 6M | +15.0% | +1.9% | +13.2% | +13.5% |
| YTD | +23.5% | +9.9% | +13.6% | +16.5% |
| 1Y | +18.9% | +11.5% | +7.4% | +11.2% |
| 3Y | +18.7% | +66.0% | -47.2% | -11.4% |
| 5Y | -24.0% | +47.5% | -71.5% | -40.1% |
| 10Y | +47.5% | +146.5% | -98.9% | -16.2% |
| All | +119.9% | +203.5% | -83.6% | +7.2% |
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