+32.4%
PWR vs IEFA
+17.0%
+15.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.5% | -14.1% | -14.4% |
| 7D | -4.4% | +1.9% | -6.2% | -6.6% |
| 30D | -15.1% | +1.4% | -16.5% | -16.5% |
| 3M | -16.2% | -1.4% | -14.8% | -14.9% |
| 6M | -23.3% | +6.3% | -29.7% | -28.1% |
| YTD | +37.6% | +11.9% | +25.7% | +16.5% |
| 1Y | +32.4% | +17.0% | +15.4% | +5.7% |
| All | +32.4% | +17.0% | +15.4% | +5.7% |
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 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