+131.5%
PM vs EFA
+51.0%
+80.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +1.9% | -2.4% | +4.3% | +2.9% |
| 30D | +1.9% | -2.2% | +4.2% | +2.8% |
| 3M | +4.6% | +5.7% | -1.1% | +2.0% |
| 6M | +11.7% | +8.2% | +3.5% | +7.4% |
| YTD | +20.4% | +11.8% | +8.6% | +14.2% |
| 1Y | +19.0% | +18.3% | +0.7% | +9.9% |
| 3Y | +130.4% | +64.9% | +65.4% | +78.4% |
| 5Y | +131.5% | +52.4% | +79.1% | +81.1% |
| All | +131.5% | +51.0% | +80.5% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling