+30.9%
PM vs EFA
+11.7%
+19.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | -1.3% | +0.5% | -1.8% | -1.2% |
| 3M | +6.5% | -4.1% | +10.7% | +7.1% |
| 6M | +7.0% | +2.4% | +4.5% | +6.3% |
| YTD | +25.8% | +10.0% | +15.8% | +23.8% |
| 1Y | +30.9% | +11.4% | +19.5% | +28.6% |
| All | +30.9% | +11.7% | +19.2% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling