+7.3%
IEF vs PFGC
+351.0%
-343.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -2.0% | +3.4% | -5.4% | -2.0% |
| 30D | +0.7% | +16.9% | -16.2% | +0.8% |
| 3M | -2.5% | +6.4% | -8.9% | -2.4% |
| 6M | -2.6% | +16.0% | -18.6% | -2.4% |
| YTD | -3.2% | +23.6% | -26.8% | -3.0% |
| 1Y | -3.0% | +16.6% | -19.6% | -2.9% |
| 3Y | +10.5% | +82.3% | -71.7% | +11.3% |
| 5Y | -8.2% | +138.7% | -146.9% | -7.0% |
| All | +7.3% | +351.0% | -343.7% | +8.4% |
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