+146.7%
PM vs EFA
+67.1%
+79.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -7.1% | -1.0% | -6.1% | -6.8% |
| 30D | -2.8% | +1.6% | -4.4% | -3.1% |
| 3M | +6.3% | -3.2% | +9.5% | +7.1% |
| 6M | +9.6% | +2.5% | +7.2% | +8.7% |
| YTD | +25.6% | +10.7% | +14.9% | +21.7% |
| 1Y | +29.7% | +12.8% | +16.9% | +24.9% |
| All | +146.7% | +67.1% | +79.6% | +102.4% |
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