+28.0%
PCAR vs IEF
-1.5%
+29.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | -0.2% | -0.3% | +0.1% | +0.2% |
| 30D | -6.9% | -0.6% | -6.3% | -6.2% |
| 3M | +2.1% | -1.0% | +3.1% | +3.5% |
| 6M | +1.6% | -3.1% | +4.7% | +4.6% |
| YTD | +12.2% | -1.9% | +14.1% | +15.1% |
| 1Y | +28.0% | -1.4% | +29.4% | +33.0% |
| All | +28.0% | -1.5% | +29.6% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling