+17.9%
PM vs IEFA
+18.9%
-0.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | +4.7% | -1.6% | +6.2% | +4.8% |
| 30D | +2.6% | -1.5% | +4.1% | +2.7% |
| 3M | +6.6% | +3.4% | +3.2% | +6.3% |
| 6M | +16.5% | +9.5% | +7.0% | +14.7% |
| YTD | +21.2% | +13.0% | +8.1% | +21.4% |
| 1Y | +17.9% | +18.0% | -0.1% | +20.6% |
| All | +17.9% | +18.9% | -0.9% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling