+162.6%
PM vs IEFA
+47.3%
+115.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | +0.5% | +2.2% | -1.7% | -0.3% |
| 30D | -3.2% | +1.1% | -4.3% | -3.6% |
| 3M | +6.2% | -4.3% | +10.5% | +7.9% |
| 6M | +7.7% | +1.4% | +6.3% | +6.6% |
| YTD | +27.3% | +10.1% | +17.2% | +21.4% |
| 1Y | +32.8% | +12.9% | +19.9% | +25.2% |
| 3Y | +150.0% | +65.8% | +84.2% | +93.3% |
| All | +162.6% | +47.3% | +115.3% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling