+208.8%
PM vs IEFA
+145.9%
+63.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.7% |
| 7D | +1.9% | -2.4% | +4.4% | +3.4% |
| 30D | +1.9% | -2.1% | +4.0% | +3.2% |
| 3M | +4.6% | +5.5% | -0.9% | +0.8% |
| 6M | +11.7% | +8.1% | +3.6% | +5.4% |
| YTD | +20.4% | +11.9% | +8.4% | +11.1% |
| 1Y | +19.0% | +18.1% | +0.9% | +5.8% |
| 3Y | +130.4% | +65.5% | +64.9% | +60.5% |
| 5Y | +131.5% | +50.1% | +81.4% | +71.8% |
| All | +208.8% | +145.9% | +63.0% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling