+763.1%
PM vs EFA
+177.3%
+585.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | +0.6% | -5.5% | -5.2% |
| 30D | -3.4% | +0.9% | -4.2% | -3.9% |
| 3M | +5.2% | +4.9% | +0.3% | +2.1% |
| 6M | +3.7% | +8.6% | -4.9% | -1.6% |
| YTD | +15.8% | +14.6% | +1.1% | +6.5% |
| 1Y | +17.4% | +22.6% | -5.3% | +3.8% |
| 3Y | +116.9% | +66.5% | +50.4% | +59.6% |
| 5Y | +117.3% | +54.5% | +62.8% | +65.2% |
| 10Y | +193.8% | +144.8% | +49.0% | +71.7% |
| All | +763.1% | +177.3% | +585.8% | +339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling