+2,646.6%
PWR vs IEFA
+211.8%
+2,434.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.8% |
| 7D | +2.7% | -0.5% | +3.1% | +3.2% |
| 30D | -5.1% | -1.1% | -4.0% | -4.1% |
| 3M | -9.4% | +5.1% | -14.4% | -13.6% |
| 6M | +10.4% | +9.3% | +1.1% | +1.0% |
| YTD | +48.6% | +13.0% | +35.7% | +31.1% |
| 1Y | +68.0% | +19.2% | +48.9% | +40.5% |
| 3Y | +204.7% | +67.0% | +137.7% | +79.8% |
| 5Y | +451.9% | +51.1% | +400.8% | +259.6% |
| 10Y | +2,425.3% | +146.5% | +2,278.8% | +902.8% |
| All | +2,646.6% | +211.8% | +2,434.8% | +825.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling