+120.4%
PFE vs IEFA
+203.9%
-83.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.7% | +2.2% | -3.9% | -2.9% |
| 30D | +0.3% | +1.1% | -0.7% | -0.3% |
| 3M | +9.4% | -4.3% | +13.6% | +11.9% |
| 6M | +14.9% | +1.4% | +13.5% | +13.6% |
| YTD | +23.8% | +10.1% | +13.7% | +16.7% |
| 1Y | +19.5% | +12.9% | +6.6% | +11.1% |
| 3Y | +21.0% | +65.8% | -44.8% | -9.6% |
| 5Y | -23.9% | +47.7% | -71.5% | -40.0% |
| 10Y | +47.8% | +146.8% | -98.9% | -16.1% |
| All | +120.4% | +203.9% | -83.5% | +7.3% |
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