-9.2%
IEF vs PFGC
+105.5%
-114.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.8% |
| 7D | -1.2% | -4.8% | +3.6% | -1.1% |
| 30D | -1.5% | -17.2% | +15.7% | -1.3% |
| 3M | -1.7% | -6.3% | +4.7% | -1.6% |
| 6M | -3.5% | +8.8% | -12.4% | -3.6% |
| YTD | -2.6% | +4.9% | -7.6% | -2.7% |
| 1Y | -2.4% | -9.5% | +7.1% | -2.4% |
| 3Y | +8.9% | +59.6% | -50.7% | +8.3% |
| 5Y | -9.2% | +113.5% | -122.8% | -9.3% |
| All | -9.2% | +105.5% | -114.8% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling