+278.2%
PCAR vs IEF
+6.9%
+271.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | -0.2% |
| 7D | +3.8% | -0.2% | +4.0% | +3.7% |
| 30D | -2.0% | +1.8% | -3.8% | -1.1% |
| 3M | -19.1% | -1.2% | -17.9% | -19.6% |
| 6M | -6.8% | -2.5% | -4.3% | -8.1% |
| YTD | -2.5% | -2.5% | 0.0% | -3.9% |
| 1Y | +9.7% | -2.3% | +11.9% | +8.2% |
| 3Y | +34.0% | +11.3% | +22.7% | +44.0% |
| 5Y | +113.3% | -7.6% | +120.9% | +76.9% |
| 10Y | +278.2% | +7.3% | +270.9% | +309.5% |
| All | +278.2% | +6.9% | +271.3% | +309.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling