+370.3%
PCAR vs IEF
+4.9%
+365.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | 0.0% | +0.1% | 0.0% | +0.1% |
| 30D | -7.7% | -0.7% | -7.0% | -8.1% |
| 3M | +3.7% | -0.4% | +4.1% | +3.4% |
| 6M | +2.3% | -2.5% | +4.8% | +0.7% |
| YTD | +12.8% | -1.6% | +14.4% | +11.7% |
| 1Y | +27.8% | -1.3% | +29.1% | +26.7% |
| 3Y | +61.8% | +10.1% | +51.7% | +72.1% |
| 5Y | +168.2% | -8.3% | +176.5% | +117.1% |
| All | +370.3% | +4.9% | +365.4% | +375.2% |
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