+3.6%
IEF vs PFGC
+292.9%
-289.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.3% | -4.8% | +3.4% | -1.4% |
| 30D | -1.7% | -12.5% | +10.8% | -1.9% |
| 3M | -2.5% | -9.7% | +7.2% | -2.6% |
| 6M | -3.3% | +7.0% | -10.3% | -3.2% |
| YTD | -2.8% | +4.5% | -7.3% | -2.8% |
| 1Y | -2.7% | -11.6% | +8.9% | -2.8% |
| 3Y | +8.9% | +58.5% | -49.6% | +9.6% |
| 5Y | -9.4% | +112.6% | -122.0% | -8.3% |
| All | +3.6% | +292.9% | -289.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling