+17.0%
PG vs IEFA
+17.0%
0.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.8% | +2.7% |
| 7D | +5.7% | +1.9% | +3.8% | +5.3% |
| 30D | +15.4% | +1.4% | +14.0% | +15.0% |
| 3M | +13.8% | -1.4% | +15.2% | +14.0% |
| 6M | +18.3% | +6.3% | +12.0% | +16.0% |
| YTD | +20.1% | +11.9% | +8.3% | +18.8% |
| 1Y | +17.0% | +17.0% | 0.0% | +14.8% |
| All | +17.0% | +17.0% | 0.0% | +14.8% |
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