+367.9%
PCAR vs IEF
+4.6%
+363.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.4% |
| 30D | -6.9% | -0.6% | -6.3% | -7.2% |
| 3M | +2.1% | -1.0% | +3.1% | +1.5% |
| 6M | +1.6% | -3.1% | +4.7% | -0.3% |
| YTD | +12.2% | -1.9% | +14.1% | +11.0% |
| 1Y | +28.0% | -1.4% | +29.4% | +27.0% |
| 3Y | +61.0% | +9.8% | +51.2% | +70.9% |
| 5Y | +163.9% | -8.8% | +172.7% | +112.3% |
| 10Y | +367.9% | +4.7% | +363.2% | +372.1% |
| All | +367.9% | +4.6% | +363.4% | +372.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IEF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling