+469.4%
PWR vs IEFA
+50.2%
+419.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.1% |
| 7D | +4.2% | -1.6% | +5.8% | +5.9% |
| 30D | -4.0% | -1.5% | -2.6% | -2.6% |
| 3M | -4.8% | +3.4% | -8.2% | -7.7% |
| 6M | +14.6% | +9.5% | +5.2% | +5.1% |
| YTD | +54.2% | +13.0% | +41.2% | +36.6% |
| 1Y | +67.1% | +18.0% | +49.1% | +42.2% |
| 3Y | +218.5% | +65.4% | +153.1% | +95.3% |
| All | +469.4% | +50.2% | +419.2% | +282.1% |
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