+1.6%
PG vs EFA
+65.2%
-63.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | +0.8% | -1.7% | +2.5% | +1.2% |
| 3M | -1.3% | +3.5% | -4.8% | -2.1% |
| 6M | -3.8% | +9.5% | -13.3% | -5.9% |
| YTD | +3.6% | +12.9% | -9.2% | +0.8% |
| 1Y | -5.7% | +18.2% | -23.9% | -9.2% |
| 3Y | +1.6% | +64.8% | -63.2% | -8.6% |
| All | +1.6% | +65.2% | -63.6% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling