+202.9%
PWR vs IEFA
+64.1%
+138.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.2% |
| 7D | -0.2% | -2.4% | +2.2% | +2.7% |
| 30D | -7.7% | -2.1% | -5.6% | -5.5% |
| 3M | -4.9% | +5.5% | -10.5% | -10.3% |
| 6M | +9.7% | +8.1% | +1.6% | +0.8% |
| YTD | +46.7% | +11.9% | +34.8% | +28.9% |
| 1Y | +58.7% | +18.1% | +40.6% | +31.5% |
| All | +202.9% | +64.1% | +138.8% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling